Superalgos - BTC-USDT - Weak-hands Buster

BTC-USDT - Weak-hands Buster - WHB

Summary: A trading system based on the break down of the Bollinger Bands idea, designed to accumulate Bitcoin, targeting major downward market moves.

Weak-hands Buster was released in the Superalgos Telegram group in August 2019 and has been trading live since. An evolution of the system is currently available as version 2. This page explains the trading system and analyzes its performance.

Important: Since the release of this strategy, the structure of the BTC-USDT market changed dramatically, rendering this unusable. The issue is that the system implements rigid volatility filters. The current environment shows much higher volatility than in the past, preventing the strategies from trading. At this point, you may use this system as a demo only, backtesting ranges before 2021. If you wish to experiment and revise this system, you may try removing the volatility filters and implementing new ones, if desired.

The trading system conforms to the Superalgos Protocol, therefore, it may function as a fully automated trading system. People not interested in trading automation may still obtain the strategy’s rules (situations, conditions, and formulas) from the design space and use the set of rules as they see fit.

Note: Weak-hands Buster v2 is available on the Weak-Hands-Buster v2.json hipping with Superalgos.

Foundations->Concept->Reusable Snippets->Read Whole Page Warning

Warning: , trading with bots, and trading with Community-shared trading systems entail risks. Make sure you read the whole page, including the warnings at the bottom of the page. You should fully understand how this trading system works so that you may make your own informed decisions as of how to use it. Use this trading system at your own risk.

WHB V.2 Performance in Backtests (Binance)

The following was the performance in backtests at the time of publishing:

Details	Jan 2018 - Mar 2020	2020 Jan-Mar	2019	2018
Trades:	24	2	9	13
Hits:	19	1	8	10
Fails:	5	1	1	3
Hit Ratio:	79 %	50 %	89 %	77 %
ROI:	2,662 %	75 %	142 %	551 %

Ayrıntılar	Ocak 2018 - Mart 2020	2020 Ocak-Mart	2019	2018
Ticaret:	24	2	9	13
Hit:	19	1	8	10
Başarısız:	5	1	1	3
İsabet Oranı:	%79	%50	%89	%77
yatırım getirisi:	2,662 %	%75	142 %	551 %

Notes on Backtests Performance

The table above shows the results for different periods tested independently.

Each backtest starts with an initial capital. With the default configuration, the system reinvests accumulated profits on every trade (positionSize = balanceBaseAsset).

ROI is calculated over the initial capital for each backtest, and the result is rounded to the closest integer.

Because the system reinvests accumulated profits, the sum of ROI in different periods is not the same as ROI for all periods run in one single test (first column).

Assumptions

Slippage: 0.1 % in all orders.

Fees: 0.1 % in all orders.

Technical Sheet

Market

USDT-BTC, with BTC as the base asset.

Strategy Goal

Accumulate bitcoin during bear markets and/or consolidation periods, with a conservative approach to minimize risk.

Approach

Split the goal into two fundamental notions:

Focus on potentially big market moves: The strategy is optimized for major trend reversals resulting in long bear markets. Significant consolidations during bull markets are targetted as well.

Take the clearest and most promising opportunities only: Pass on everything else to avoid fails and preserve capital.

Trading Idea

The main trading idea is to identify short-term reversals as well as continuations and deepening of trends marked by a break down of the Bollinger Bands (BB) on the 1-hour chart, using the Percentage Bandwidth (%B) indicator, the Bollinger Bands Moving Average (BB MA) and the Bollinger Band deviation to assess momentum and volatility, optimize the take position event, and filter out late entries.

Implementation

The original system is dissected in a Coinmonks article: How to Increase your Bitcoin Holdings in a Bear . Version 2 maintains the trading idea and the take position event almost intact.

Position Size

The positionSize is set to balanceBaseAsset by default. This means that the trading system takes positions with the whole balance, that is, the initialBalance as defined in the configuration of the base asset parameter of the trading session, plus all accumulated profits if any. You may change this formula as you see fit.

positionSize, varsayılan olarak BalanceBaseAsset'e ayarlanmıştır. Bu, işlem sisteminin tüm bakiyeyle, yani işlem seansının temel varlık parametresinin yapılandırmasında tanımlandığı gibi başlangıç Bakiyesi artı varsa tüm birikmiş karlarla pozisyon aldığı anlamına gelir. Bu formülü uygun gördüğünüz gibi değiştirebilirsiniz.

Die positionSize ist standardmäßig auf balanceBaseAsset eingestellt. Das bedeutet, dass das Handelssystem Positionen mit dem gesamten Guthaben einnimmt, d.h. dem initialen Guthaben, wie es in der Konfiguration des Basis-Asset-Parameters der Handelssitzung definiert ist, zuzüglich aller kumulierten Gewinne, falls vorhanden. Sie können diese Formel nach eigenem Ermessen ändern.

Important: Please take enough time to consider the implications of the above statement and make your own judgment about what setting may be appropriate for you.

Trading Frequency

The strategy is designed with the one-hour time frame as the main decision-making instance, meaning that it makes trigger and take position decisions upon the closing of the one-hour candle.

That said, when running live on Superalgos, it should be run on the one-minute time frame to allow it to react fast to market moves when evaluating take profit and stop loss targets.

Because the strategy is rather conservative in its design, it doesn’t trade every opportunity that may occur. Instead, the strategy is quite selective and trades only the most promising ones.

As a consequence, and as you may infer from the number of trades in the backtesting report above and the live trading performance of WHB V1 described below, the strategy performs an average of about one trade per month.

Required Bots

The following bots must be running and up to date to run paper trading, forward testing, and live trading sessions:

Candles :

OHLCVs

Candles & Volumes

Bollinger :

Bollinger Bands & Percentage Bandwith

Bollinger Channels & SubChannels

Sparta :

EMA (Popular)

Changes on WHB V.2

The two different situations making up the take position event were split into two separate strategies operating under the same trading system. This means that take profit and stop targets may be managed separately for each take position situation. This is the first case of two complementary strategies running under the same trading system.

An additional condition was implemented at the take position event of each strategy so that each specializes in two different volatility ranges. The Xtreme strategy works best in extreme volatility situations (e.g. ATH period in late 2017 and early 2018). The Steep strategy works best in normal (by BTC standards) volatility situations.

Management of take profit implemented originally was greatly improved for the Steep strategy, with a few simple additions and checks on the conditions that determine the events that switch phases.

The trailing stop for the Steep strategy was raised from 5 to 5.25% above the 20 MA. The trailing was delayed to kick-in only after the market has dropped 5%. The initial stop target remains the same at 3%.

Original WHB Live Performance

Details	Sep 2019 - Mar 2020
Trades:	7
Hits:	4
Fails:	3
Hit Ratio:	57%
ROI:	76%

Ayrıntılar	Eylül 2019 - Mart 2020
Ticaret:	7
Hit:	4
Başarısız:	3
İsabet Oranı:	%57
yatırım getirisi:	%76

Original WHB Main Live Trades

Sep 2019

Nov 2019

Mar 2020

Warning and Disclaimer

Foundations->Concept->Reusable Snippets->Live Trading Warning

Warning: Superalgos is a piece of computer software. Like with any software, errors may occur at any point, including errors that may cause you to lose money. You are responsible for taking all precautions you may deem appropriate before trading live. Even if you take all possible precautionary measures, things may still go wrong and errors may occur. By using this software to trade live despite the warnings, you acknowledge that you are aware of the inherent risks in trading and in using software for that purpose. The Superalgos project offers the software AS IS, with no explicit or implied warranties of any kind. The project, the software, the superalgos.org website, this documentation, and the do not offer financial advice. Although the strategies shipping with the system may be fully functional, Superalgos does not make any express or implied recommendation as to how you should use them. We share strategies for educational purposes only. Trade under your responsibility and at your own risk. The use of the software is subject to the terms of the LICENSE.

Foundations->Concept->Reusable Snippets->Trading System Disclaimer

Important: THIS IS NOT FINANCIAL ADVICE. ALTHOUGH STRATEGIES SHIPPING WITH SUPERALGOS MAY BE FULLY FUNCTIONAL, SUPERALGOS DOES NOT MAKE ANY EXPRESS OR IMPLIED RECOMMENDATION AS OF HOW YOU SHOULD USE THEM. WE SHARE STRATEGIES FOR EDUCATIONAL PURPOSES ONLY. TRADE AT YOUR OWN RISK.

Performance in backtesting is not an indication of live trading performance. Live performance may vary in relation to performance in backtesting, for better or for worse, most likely for worse. This happens because the design of trading strategies is done after the fact, with the hindsight of what happened in a certain range of the market. Patterns upon which strategies may be based on may keep occurring or not. strategies attempt to interpret patterns and predict what may follow, but they are far from being perfect or accurate. The best-case scenario is a strategy being right more times than it is wrong.

Live performance is not an indication of future performance.Similarly, even when a strategy has delivered a certain performance trading live, there is no guarantee of what performance the strategy may achieve in the future. Live performance results are certainly more valuable than backtesting or simulated performance but still can’t predict the future.

Trading strategies lose effectiveness with time.How much time? No-one knows. Markets evolve, change, go through different cycles, both long and short-term, some of which may not have been tested. That is true for all markets, let alone crypto, which is a very young market, still in its very early stages. Crypto markets change dramatically fast, as the market cap increases, more pro-traders enter the space, more smart money pours larger capitals, more bots take over operations of ever-increasing volumes, more complexity is added to the ecosystem with the availability of derivative markets, and so on.

Important: DIES IST KEINE FINANZIELLE BERATUNG. AUCH WENN DIE MIT SUPERALGOS VERSANDTEN STRATEGIEN VOLL FUNKTIONSFÄHIG SIND, GIBT SUPERALGOS KEINE AUSDRÜCKLICHE ODER STILLSCHWEIGENDE EMPFEHLUNG AB, WIE SIE SIE VERWENDEN SOLLTEN. WIR TEILEN DIE STRATEGIEN NUR ZU LEHRZWECKEN. HANDELN SIE AUF IHR EIGENES RISIKO.

Die Performance im Backtesting ist kein Hinweis auf die Performance im Live-Handel. Die Live-Performance kann im Verhältnis zur Backtesting-Performance variieren, zum Guten oder zum Schlechten, höchstwahrscheinlich zum Schlechten. Dies liegt daran, dass die Entwicklung von Handelsstrategien im Nachhinein erfolgt, d. h. im Nachhinein, wenn man weiß, was in einem bestimmten Marktbereich passiert ist. Die Muster, auf die sich die Strategien stützen, können immer wieder auftreten oder auch nicht. Handelsstrategien versuchen, Muster zu interpretieren und vorherzusagen, was folgen könnte, aber sie sind weit davon entfernt, perfekt oder genau zu sein. Im günstigsten Fall liegt eine Strategie öfter richtig als falsch.

Die aktuelle Leistung ist kein Hinweis auf die künftige Leistung. Auch wenn eine Strategie im Live-Handel eine bestimmte Leistung erbracht hat, gibt es keine Garantie dafür, welche Leistung die Strategie in Zukunft erzielen wird. Live-Performance-Ergebnisse sind sicherlich wertvoller als Backtesting oder simulierte Performance, können aber dennoch nicht die Zukunft vorhersagen.

Handelsstrategien verlieren mit der Zeit an Effektivität. Wie viel Zeit? Das weiß niemand. Die Märkte entwickeln sich, verändern sich, durchlaufen verschiedene Zyklen, sowohl lang- als auch kurzfristige, von denen einige vielleicht noch nicht getestet wurden. Das gilt für alle Märkte, ganz zu schweigen von den Kryptomärkten, die ein sehr junger Markt sind, der sich noch in einem sehr frühen Stadium befindet. Kryptomärkte verändern sich dramatisch schnell, wenn die Marktgröße steigt, mehr Profi-Händler in den Markt eintreten, mehr intelligentes Geld größere Summen investiert, mehr Bots den Betrieb von immer größeren Volumina übernehmen, das Ökosystem durch die Verfügbarkeit von Derivatemärkten komplexer wird und so weiter.

Important: ЭТО НЕ ФИНАНСОВАЯ КОНСУЛЬТАЦИЯ. ХОТЯ СТРАТЕГИЯ ДОСТАВКИ С SUPERALGOS МОЖЕТ БЫТЬ ПОЛНОСТЬЮ ФУНКЦИОНАЛЬНОЙ, SUPERALGOS НЕ ДАЕТ НИКАКИХ ЯВНЫХ ИЛИ ПОДРАЗУМЕВАЕМЫХ РЕКОМЕНДАЦИЙ, КАК ВЫ ДОЛЖНЫ ИХ ИСПОЛЬЗОВАТЬ. МЫ ДЕЛИМСЯ СТРАТЕГИЯМИ ТОЛЬКО ДЛЯ ОБРАЗОВАТЕЛЬНЫХ ЦЕЛЕЙ. ТОРГОВАТЬ НА СВОЙ СОБСТВЕННЫЙ РИСК.

Результаты бэктестинга не являются показателем реальных торговых результатов. Производительность в реальном времени может варьироваться в зависимости от производительности при тестировании на истории, в лучшую или в худшую сторону, скорее всего, в худшую сторону. Это происходит потому, что разработка торговых стратегий делается постфактум, с учетом того, что произошло в определенном диапазоне рынка. Паттерны, на которых могут быть основаны стратегии, могут повторяться или нет. Торговые стратегии пытаются интерпретировать закономерности и предсказать, что может последовать за ними, но они далеки от совершенства или точности. В лучшем случае стратегия чаще бывает правильной, чем неправильной.

Производительность в реальном времени не является показателем будущих результатов. Точно так же, даже если стратегия принесла определенную результативную торговлю в реальном времени, нет никаких гарантий, каких результатов может достичь стратегия в будущем. Результаты работы в реальном времени, безусловно, более ценны, чем бэктесты или моделирование производительности, но все же не могут предсказать будущее.

Торговые стратегии со временем теряют эффективность. Сколько времени? Никто не знает. Рынки развиваются, меняются, проходят разные циклы, как долгосрочные, так и краткосрочные, некоторые из которых, возможно, не были протестированы. Это верно для всех рынков, не говоря уже о криптографии, которая является очень молодым рынком, все еще находящимся на очень ранних стадиях. Криптовалютные рынки меняются очень быстро, поскольку рыночная капитализация увеличивается, на рынок выходит все больше профессиональных трейдеров, более умные деньги вливают более крупные капиталы, все больше ботов берут на себя операции с постоянно растущими объемами, экосистема усложняется с появлением деривативных рынков и так далее.

Important: ESTO NO ES ASESORAMIENTO FINANCIERO. AUNQUE LAS ESTRATEGIAS QUE SE ENVÍAN CON SUPERALGOS PUEDEN SER TOTALMENTE FUNCIONALES, SUPERALGOS NO HACE NINGUNA RECOMENDACIÓN EXPRESA O IMPLÍCITA SOBRE CÓMO DEBE UTILIZARLAS. COMPARTIMOS LAS ESTRATEGIAS SÓLO CON FINES EDUCATIVOS. OPERE BAJO SU PROPIO RIESGO.

El rendimiento en el backtesting no es una indicación del rendimiento de las operaciones en vivo. El rendimiento en vivo puede variar en relación con el rendimiento en el backtesting, para bien o para mal, muy probablemente para mal. Esto ocurre porque el diseño de las estrategias de trading se realiza a posteriori, con la retrospectiva de lo ocurrido en un determinado rango del mercado. Los patrones en los que se basan las estrategias pueden seguir ocurriendo o no. Las estrategias de trading intentan interpretar los patrones y predecir lo que puede suceder, pero están lejos de ser perfectas o precisas. El mejor escenario es que una estrategia acierte más veces de las que se equivoque.

El rendimiento en vivo no es una indicación del rendimiento futuro.Del mismo modo, incluso cuando una estrategia ha obtenido un determinado rendimiento operando en directo, no hay ninguna garantía del rendimiento que la estrategia pueda alcanzar en el futuro. Los resultados del rendimiento en vivo son ciertamente más valiosos que el backtesting o el rendimiento simulado, pero siguen sin poder predecir el futuro.

Las estrategias de trading pierden eficacia con el tiempo. ¿Cuánto tiempo? Nadie lo sabe. Los mercados evolucionan, cambian, pasan por diferentes ciclos, tanto a largo como a corto plazo, algunos de los cuales pueden no haber sido probados. Esto es cierto para todos los mercados, y no digamos para el cripto, que es un mercado muy joven, todavía en sus primeras etapas. Los mercados de criptomonedas cambian con gran rapidez, a medida que aumenta la capitalización del mercado, entran en el espacio más operadores profesionales, más dinero inteligente aporta mayores capitales, más bots se encargan de las operaciones de volúmenes cada vez mayores, se añade más complejidad al ecosistema con la disponibilidad de mercados de derivados, etc.

Important: BU FINANSAL TAVSIYE DEĞILDIR. SUPERALGOS ILE GÖNDERIM STRATEJILERI TAMAMEN IŞLEVSEL OLSA DA, SUPERALGOS BUNLARI NASIL KULLANMANIZ GEREKTIĞI KONUSUNDA AÇIK VEYA ZIMNI BIR ÖNERIDE BULUNMAZ. STRATEJILERI YALNIZCA EĞITIM AMAÇLI PAYLAŞIYORUZ. KENDI SORUMLULUĞUNUZDA IŞLEM YAPIN. Backtest'teki performans, canlı işlem performansının bir göstergesi değildir. Canlı performans, geri testteki performansa bağlı olarak, daha iyi veya daha kötü, büyük olasılıkla daha kötüsü için değişebilir. Bunun nedeni, ticaret stratejilerinin tasarımının, piyasanın belirli bir aralığında olanların arka planında, olaydan sonra yapılmasıdır. Stratejilerin dayanabileceği kalıplar oluşmaya devam edebilir veya etmeyebilir. Ticaret stratejileri kalıpları yorumlamaya ve neyin takip edebileceğini tahmin etmeye çalışır, ancak mükemmel veya doğru olmaktan uzaktırlar. En iyi senaryo, bir stratejinin yanlış olduğundan daha fazla doğru olmasıdır. Canlı performans, gelecekteki performansın bir göstergesi değildir. Benzer şekilde, bir strateji belirli bir performans ticaretini canlı olarak sunsa bile, stratejinin gelecekte hangi performansı elde edebileceğinin garantisi yoktur. Canlı performans sonuçları, geri test veya simüle edilmiş performanstan kesinlikle daha değerlidir, ancak yine de geleceği tahmin edemez. Ticaret stratejileri zamanla etkinliğini kaybeder. Ne kadar zaman? Kimse bilmiyor. Piyasalar gelişir, değişir, hem uzun hem de kısa vadeli, bazıları test edilmemiş olabilecek farklı döngülerden geçer. Bu, çok genç bir pazar olan kriptoyu bir kenara bırakın, hala çok erken aşamalarında olan tüm pazarlar için geçerlidir. Kripto piyasaları, piyasa değeri arttıkça, daha fazla profesyonel tüccar alana girdikçe, daha fazla akıllı para daha büyük sermayeler döktükçe, daha fazla bot sürekli artan hacimli operasyonları devraldıkça ekosisteme daha fazla karmaşıklık eklendikçe çarpıcı bir şekilde hızlı değişiyor.

Community Trading Systems — TOC

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1. BTC-USDT - Weak-hands Buster - WHB

2. BTC-USDT - BB Top Bounce - BBTB

Superalgos is an open-source project run and governed by a decentralized community of contributors. There is no legal entity behind the project. Our body of work lives on the Internet.