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pshai's "Swing Hawk" strategy

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pshai
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Joined: Fri Mar 18, 2016 11:33 am

pshai's "Swing Hawk" strategy

Postby pshai » Sun Mar 26, 2017 1:04 pm

Hello everyone!


Been playing around with strategies in my own platform for months and figured out pretty efficient swinger strategy. I don't have Chaikin A/D for HTS, but it should be easy enough to make with scripting. (EDIT: When I get the time, I will make these script indicators and share them here!)

Description
This strategy attempts to catch dips and tops for the most profits in any market (doesn't have to be volatile nor sideways only).
The idea is simple: when we are going down with price and we spot that selling power is getting weaker, then we buy, and same thing for buying power when selling.


The Setup

Indicators
  • EMA & Typical Price cross-over
    • Interval: anything you like to use
    • Length of EMA: use values between 13 and 33
  • Chaikin A/D Line with SMA
    • Interval: preferably the same as in EMA above, or shorter intervals
    • Length of SMA: 3


The Rules
Entry/Buy:
Typical Price is below EMA and the direction of Chaikin A/D Line's SMA turns up (prevSMA < currentSMA).

Close/Sell:
Typical Price is above EMA and the direction of Chaikin A/D Line's SMA turns down (prevSMA > currentSMA).



Have fun trading!
~pshai


EDIT: LOL, I've been reaaaally tired lately... I've been talking wrong about this strategy; EMA & Typical Price cross-overs aren't reversed, but AS IS! My bad! :)
Last edited by pshai on Tue Mar 28, 2017 2:15 am, edited 3 times in total.
~Thou shall profit if thou art patient.~

Check out my kingdom for custom scripts for trade bots here!

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pshai
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Re: pshai's "Swing Hawk" strategy

Postby pshai » Sun Mar 26, 2017 1:52 pm

Some results from a backtest on my platform with this strategy:

Code: Select all

Winners (93/104):
   BTC_BBR: 21,00 % (487 trades)
   BTC_BELA: 32,96 % (468 trades)
   BTC_BITS: 13,46 % (340 trades)
   BTC_BLK: 4,68 % (492 trades)
   BTC_BTCD: 8,18 % (511 trades)
   BTC_BTM: 21,26 % (470 trades)
   BTC_CLAM: 5,97 % (445 trades)
   BTC_CURE: 12,94 % (433 trades)
   BTC_DASH: 12,03 % (462 trades)
   BTC_EMC2: 20,93 % (453 trades)
   BTC_FLO: 14,67 % (462 trades)
   BTC_GAME: 12,07 % (460 trades)
   BTC_GRC: 7,54 % (512 trades)
   BTC_HUC: 19,95 % (400 trades)
   BTC_LTC: 1,37 % (478 trades)
   BTC_MAID: 8,93 % (506 trades)
   BTC_OMNI: 14,25 % (356 trades)
   BTC_NAUT: 24,90 % (446 trades)
   BTC_NAV: 19,86 % (472 trades)
   BTC_NEOS: 30,98 % (432 trades)
   BTC_NMC: 4,47 % (534 trades)
   BTC_NOTE: 13,94 % (487 trades)
   BTC_NXT: 9,05 % (434 trades)
   BTC_POT: 18,70 % (446 trades)
   BTC_PPC: 3,31 % (520 trades)
   BTC_QBK: 18,04 % (334 trades)
   BTC_QTL: 15,03 % (441 trades)
   BTC_RBY: 4,63 % (343 trades)
   BTC_RIC: 9,09 % (456 trades)
   BTC_SDC: 14,38 % (475 trades)
   BTC_SJCX: 10,78 % (474 trades)
   BTC_STR: 6,50 % (456 trades)
   BTC_SYS: 10,71 % (483 trades)
   BTC_UNITY: 13,83 % (339 trades)
   BTC_VIA: 15,00 % (434 trades)
   BTC_XVC: 12,35 % (483 trades)
   BTC_VRC: 10,21 % (476 trades)
   BTC_VTC: 9,78 % (461 trades)
   BTC_XBC: 21,68 % (409 trades)
   BTC_XCP: 11,50 % (492 trades)
   BTC_XEM: 11,29 % (452 trades)
   BTC_XMG: 12,23 % (463 trades)
   BTC_XMR: 11,02 % (458 trades)
   BTC_XPM: 5,57 % (521 trades)
   BTC_XRP: 4,66 % (459 trades)
   USDT_BTC: 3,01 % (450 trades)
   USDT_DASH: 7,46 % (517 trades)
   USDT_LTC: 2,32 % (524 trades)
   USDT_NXT: 10,36 % (514 trades)
   USDT_STR: 8,96 % (525 trades)
   USDT_XMR: 10,84 % (488 trades)
   USDT_XRP: 5,76 % (551 trades)
   XMR_BBR: 29,01 % (400 trades)
   XMR_BCN: 11,89 % (492 trades)
   XMR_BLK: 17,21 % (411 trades)
   XMR_BTCD: 22,34 % (408 trades)
   XMR_DASH: 11,31 % (466 trades)
   XMR_LTC: 8,05 % (475 trades)
   XMR_MAID: 13,86 % (489 trades)
   XMR_NXT: 15,99 % (399 trades)
   XMR_QORA: 20,67 % (340 trades)
   BTC_IOC: 12,89 % (450 trades)
   BTC_ETH: 3,63 % (278 trades)
   USDT_ETH: 7,78 % (429 trades)
   BTC_BCY: 15,53 % (465 trades)
   BTC_EXP: 12,19 % (438 trades)
   BTC_FCT: 11,32 % (510 trades)
   BTC_RADS: 11,12 % (500 trades)
   BTC_AMP: 15,13 % (459 trades)
   BTC_VOX: 9,92 % (405 trades)
   BTC_DCR: 8,79 % (323 trades)
   BTC_LSK: 8,81 % (409 trades)
   ETH_LSK: 6,70 % (425 trades)
   BTC_LBC: 10,55 % (241 trades)
   BTC_STEEM: 11,44 % (280 trades)
   ETH_STEEM: 11,14 % (326 trades)
   BTC_SBD: 2,26 % (359 trades)
   BTC_ETC: 6,14 % (285 trades)
   ETH_ETC: 9,03 % (302 trades)
   USDT_ETC: 4,80 % (310 trades)
   BTC_REP: 4,58 % (214 trades)
   USDT_REP: 5,30 % (217 trades)
   ETH_REP: 3,49 % (245 trades)
   BTC_ARDR: 4,55 % (202 trades)
   BTC_ZEC: 7,76 % (120 trades)
   ETH_ZEC: 4,51 % (157 trades)
   USDT_ZEC: 5,75 % (152 trades)
   XMR_ZEC: 7,26 % (180 trades)
   BTC_STRAT: 2,53 % (115 trades)
   BTC_NXC: 7,29 % (113 trades)
   BTC_PASC: 6,68 % (60 trades)
   BTC_GNT: 2,18 % (41 trades)
   ETH_GNT: 1,08 % (40 trades)
Neutral (0/104):
Losers (0/104):

Code: Select all

------------------------------
Markets: 104
Start balance: 0,02000000
Compound gross returns: 0,22785277 BTC (Avg: 0,00219089 BTC)
Compound gross returns: 1 139,26 % (Avg: 10,95 %)
Compound net returns: 0,20537668 BTC (Avg: 0,00197478 BTC)
Compound net returns: 1 026,88 % (Avg: 9,87 %)
-------


I have excluded every market that has lower than 0.00000200 BTC prices (in BTC markets). Backtest was from 27.03.2016 to 25.03.2017 and with 1 hour intervals.
The "bot" traded with 1% of funds per trade only. Imagine the results with 2% or even 5% per trade. (Tested with 5%, and BTC_BBR went from 21% to 104%)
~Thou shall profit if thou art patient.~

Check out my kingdom for custom scripts for trade bots here!

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pshai
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Posts: 284
Joined: Fri Mar 18, 2016 11:33 am

Re: pshai's "Swing Hawk" strategy

Postby pshai » Mon Mar 27, 2017 2:49 pm

Changed some parameters(*) and made it show some more information about trades. This time the I only tested for one month and with shorter intervals.

Code: Select all

Winners (66/66):
   BTC_BBR: 1,14 % (284 trades, 30,63 % wins, 19,37 % loses)
   BTC_BELA: 1,65 % (255 trades, 31,37 % wins, 18,43 % loses)
   BTC_BITS: 1,18 % (173 trades, 30,64 % wins, 19,08 % loses)
   BTC_BLK: 1,24 % (223 trades, 31,84 % wins, 17,94 % loses)
   BTC_BTCD: 0,73 % (181 trades, 30,39 % wins, 19,34 % loses)
   BTC_BTM: 2,11 % (214 trades, 28,50 % wins, 21,50 % loses)
   BTC_CLAM: 0,83 % (265 trades, 33,58 % wins, 16,23 % loses)
   BTC_CURE: 0,65 % (186 trades, 25,81 % wins, 24,19 % loses)
   BTC_DASH: 2,91 % (245 trades, 36,33 % wins, 13,47 % loses)
   BTC_EMC2: 1,83 % (232 trades, 24,14 % wins, 25,86 % loses)
   BTC_FLO: 1,09 % (229 trades, 24,89 % wins, 24,89 % loses)
   BTC_GAME: 1,09 % (255 trades, 34,12 % wins, 15,69 % loses)
   BTC_GRC: 1,02 % (200 trades, 29,50 % wins, 20,50 % loses)
   BTC_HUC: 1,37 % (214 trades, 27,10 % wins, 22,90 % loses)
   BTC_LTC: 0,40 % (209 trades, 30,62 % wins, 19,14 % loses)
   BTC_MAID: 0,81 % (241 trades, 36,10 % wins, 13,69 % loses)
   BTC_OMNI: 1,34 % (147 trades, 33,33 % wins, 16,33 % loses)
   BTC_NAUT: 2,56 % (221 trades, 33,94 % wins, 15,84 % loses)
   BTC_NAV: 1,59 % (241 trades, 30,71 % wins, 19,09 % loses)
   BTC_NEOS: 1,38 % (214 trades, 29,44 % wins, 20,56 % loses)
   BTC_NMC: 2,56 % (191 trades, 29,84 % wins, 19,90 % loses)
   BTC_NOTE: 1,16 % (259 trades, 29,73 % wins, 20,08 % loses)
   BTC_NXT: 1,15 % (215 trades, 29,30 % wins, 20,47 % loses)
   BTC_POT: 0,94 % (216 trades, 27,31 % wins, 22,69 % loses)
   BTC_PPC: 1,43 % (227 trades, 29,52 % wins, 20,26 % loses)
   BTC_QBK: 0,89 % (119 trades, 33,61 % wins, 15,97 % loses)
   BTC_QTL: 0,73 % (179 trades, 30,17 % wins, 19,55 % loses)
   BTC_RBY: 0,42 % (149 trades, 32,89 % wins, 16,78 % loses)
   BTC_RIC: 1,17 % (245 trades, 26,94 % wins, 22,86 % loses)
   BTC_SDC: 2,43 % (228 trades, 33,77 % wins, 16,23 % loses)
   BTC_SJCX: 1,39 % (232 trades, 37,07 % wins, 12,93 % loses)
   BTC_STR: 0,97 % (261 trades, 23,37 % wins, 26,44 % loses)
   BTC_SYS: 1,26 % (229 trades, 35,37 % wins, 14,41 % loses)
   BTC_UNITY: 1,60 % (110 trades, 37,27 % wins, 12,73 % loses)
   BTC_VIA: 2,06 % (177 trades, 32,77 % wins, 16,95 % loses)
   BTC_XVC: 1,73 % (202 trades, 35,15 % wins, 14,85 % loses)
   BTC_VRC: 1,00 % (174 trades, 30,46 % wins, 19,54 % loses)
   BTC_VTC: 1,08 % (245 trades, 28,98 % wins, 20,82 % loses)
   BTC_XBC: 1,10 % (157 trades, 30,57 % wins, 19,11 % loses)
   BTC_XCP: 1,34 % (194 trades, 38,14 % wins, 11,86 % loses)
   BTC_XEM: 2,06 % (197 trades, 34,01 % wins, 15,74 % loses)
   BTC_XMG: 1,27 % (173 trades, 27,75 % wins, 21,97 % loses)
   BTC_XMR: 1,57 % (215 trades, 39,07 % wins, 10,70 % loses)
   BTC_XPM: 1,06 % (208 trades, 31,73 % wins, 18,27 % loses)
   BTC_XRP: 1,45 % (217 trades, 28,11 % wins, 21,66 % loses)
   BTC_IOC: 0,81 % (183 trades, 32,24 % wins, 17,49 % loses)
   BTC_ETH: 2,56 % (199 trades, 40,20 % wins, 9,55 % loses)
   BTC_BCY: 1,58 % (168 trades, 36,31 % wins, 13,69 % loses)
   BTC_EXP: 1,44 % (208 trades, 33,17 % wins, 16,83 % loses)
   BTC_FCT: 1,53 % (206 trades, 38,35 % wins, 11,65 % loses)
   BTC_RADS: 0,96 % (208 trades, 30,77 % wins, 19,23 % loses)
   BTC_AMP: 1,76 % (215 trades, 31,16 % wins, 18,60 % loses)
   BTC_VOX: 1,45 % (208 trades, 30,77 % wins, 19,23 % loses)
   BTC_DCR: 2,52 % (227 trades, 30,40 % wins, 19,38 % loses)
   BTC_LSK: 2,19 % (222 trades, 31,98 % wins, 18,02 % loses)
   BTC_LBC: 1,77 % (236 trades, 33,47 % wins, 16,53 % loses)
   BTC_STEEM: 2,43 % (243 trades, 30,04 % wins, 19,75 % loses)
   BTC_SBD: 0,71 % (203 trades, 29,06 % wins, 20,69 % loses)
   BTC_ETC: 1,43 % (189 trades, 33,33 % wins, 16,40 % loses)
   BTC_REP: 1,68 % (247 trades, 36,44 % wins, 13,36 % loses)
   BTC_ARDR: 1,20 % (210 trades, 31,43 % wins, 18,57 % loses)
   BTC_ZEC: 2,15 % (182 trades, 38,46 % wins, 11,54 % loses)
   BTC_STRAT: 1,18 % (262 trades, 32,06 % wins, 17,94 % loses)
   BTC_NXC: 0,64 % (249 trades, 28,11 % wins, 21,69 % loses)
   BTC_PASC: 1,75 % (256 trades, 30,08 % wins, 19,92 % loses)
   BTC_GNT: 1,75 % (261 trades, 31,03 % wins, 18,77 % loses)
Neutral (0/66):
Losers (0/66):

Code: Select all

Markets: 66
Start balance: 0,04000000
Compound gross returns: 0,04617823 BTC (Avg: 0,00069967 BTC)
Compound gross returns: 115,45 % (Avg: 1,75 %)
Compound net returns: 0,03769228 BTC (Avg: 0,00057110 BTC)
Compound net returns: 94,23 % (Avg: 1,43 %)


*) Chaikin A/D Line with DEMA instead of SMA, length of 3. And changed EMA to SMA (lenght of 33) to cross-over with Typical Price.
~Thou shall profit if thou art patient.~

Check out my kingdom for custom scripts for trade bots here!

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stephan
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Re: pshai's "Swing Hawk" strategy

Postby stephan » Tue Mar 28, 2017 9:47 am

Pshai is doing some very interesting research and we at Haasonline support this. To really show our support we will be introducing a new scripting language in a couple of weeks. This new language will make it easier to run performance tests, backtests and to share the scripts itself.
Join the telegram group too: https://t.me/haasonlineofficial

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pshai
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Re: pshai's "Swing Hawk" strategy

Postby pshai » Wed Mar 29, 2017 2:41 pm

stephan wrote:Pshai is doing some very interesting research and we at Haasonline support this. To really show our support we will be introducing a new scripting language in a couple of weeks. This new language will make it easier to run performance tests, backtests and to share the scripts itself.

Wow! Much appreciated! That new scripting language sounds great, can't wait! :o
~Thou shall profit if thou art patient.~

Check out my kingdom for custom scripts for trade bots here!

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pshai
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Re: pshai's "Swing Hawk" strategy

Postby pshai » Thu Mar 30, 2017 2:24 am

Getting better results again (better win/lose ratios, less profits though)... Changed some parameters again, they are listed below. New backtest results are from one month period only (25.02.2017 to 25.03.2017), but I suspect this needs a longer testing period for more insight - maybe this test month was just a good month.

Here are the new results with new settings:

Code: Select all

Winners (66/66):
   BTC_BBR: 1,27 % (110 trades, 40,91 % wins, 9,09 % loses)
   BTC_BELA: 0,95 % (102 trades, 42,16 % wins, 7,84 % loses)
   BTC_BITS: 0,99 % (72 trades, 37,50 % wins, 12,50 % loses)
   BTC_BLK: 0,80 % (76 trades, 34,21 % wins, 15,79 % loses)
   BTC_BTCD: 0,18 % (58 trades, 31,03 % wins, 18,97 % loses)
   BTC_BTM: 1,84 % (85 trades, 44,71 % wins, 4,71 % loses)
   BTC_C2: 0,69 % (82 trades, 39,02 % wins, 10,98 % loses)
   BTC_CLAM: 0,49 % (89 trades, 31,46 % wins, 17,98 % loses)
   BTC_CURE: 0,46 % (70 trades, 37,14 % wins, 12,86 % loses)
   BTC_DASH: 1,84 % (106 trades, 45,28 % wins, 4,72 % loses)
   BTC_EMC2: 1,84 % (88 trades, 37,50 % wins, 12,50 % loses)
   BTC_FLO: 0,53 % (84 trades, 40,48 % wins, 9,52 % loses)
   BTC_GAME: 0,54 % (81 trades, 40,74 % wins, 8,64 % loses)
   BTC_GRC: 1,15 % (87 trades, 42,53 % wins, 6,90 % loses)
   BTC_HUC: 0,83 % (63 trades, 34,92 % wins, 14,29 % loses)
   BTC_LTC: 0,26 % (108 trades, 39,81 % wins, 10,19 % loses)
   BTC_MAID: 0,85 % (110 trades, 40,00 % wins, 10,00 % loses)
   BTC_OMNI: 0,49 % (64 trades, 37,50 % wins, 12,50 % loses)
   BTC_NAUT: 1,40 % (69 trades, 40,58 % wins, 8,70 % loses)
   BTC_NAV: 1,47 % (87 trades, 40,23 % wins, 9,20 % loses)
   BTC_NEOS: 1,31 % (97 trades, 38,14 % wins, 11,34 % loses)
   BTC_NMC: 1,09 % (69 trades, 34,78 % wins, 14,49 % loses)
   BTC_NOTE: 0,93 % (84 trades, 41,67 % wins, 8,33 % loses)
   BTC_NXT: 0,56 % (69 trades, 36,23 % wins, 13,04 % loses)
   BTC_POT: 0,37 % (75 trades, 40,00 % wins, 9,33 % loses)
   BTC_PPC: 1,44 % (85 trades, 36,47 % wins, 12,94 % loses)
   BTC_QBK: 0,57 % (50 trades, 40,00 % wins, 10,00 % loses)
   BTC_QTL: 0,28 % (72 trades, 34,72 % wins, 15,28 % loses)
   BTC_RBY: 0,25 % (64 trades, 42,19 % wins, 7,81 % loses)
   BTC_RIC: 0,77 % (101 trades, 40,59 % wins, 8,91 % loses)
   BTC_SDC: 2,36 % (114 trades, 42,11 % wins, 7,89 % loses)
   BTC_SJCX: 1,11 % (103 trades, 39,81 % wins, 9,71 % loses)
   BTC_SYS: 0,73 % (88 trades, 44,32 % wins, 5,68 % loses)
   BTC_UNITY: 0,44 % (54 trades, 35,19 % wins, 14,81 % loses)
   BTC_VIA: 0,86 % (78 trades, 44,87 % wins, 5,13 % loses)
   BTC_XVC: 1,51 % (92 trades, 43,48 % wins, 6,52 % loses)
   BTC_VRC: 0,08 % (56 trades, 33,93 % wins, 16,07 % loses)
   BTC_VTC: 0,76 % (90 trades, 44,44 % wins, 5,56 % loses)
   BTC_XBC: 1,11 % (56 trades, 35,71 % wins, 14,29 % loses)
   BTC_XCP: 0,45 % (73 trades, 41,10 % wins, 8,22 % loses)
   BTC_XEM: 0,69 % (78 trades, 39,74 % wins, 10,26 % loses)
   BTC_XMG: 0,69 % (62 trades, 38,71 % wins, 11,29 % loses)
   BTC_XMR: 0,83 % (90 trades, 41,11 % wins, 8,89 % loses)
   BTC_XPM: 1,36 % (108 trades, 44,44 % wins, 5,56 % loses)
   BTC_XRP: 0,76 % (86 trades, 38,37 % wins, 11,63 % loses)
   BTC_IOC: 0,70 % (81 trades, 37,04 % wins, 12,35 % loses)
   BTC_ETH: 1,17 % (88 trades, 46,59 % wins, 3,41 % loses)
   BTC_BCY: 1,06 % (69 trades, 44,93 % wins, 4,35 % loses)
   BTC_EXP: 1,04 % (84 trades, 35,71 % wins, 14,29 % loses)
   BTC_FCT: 1,33 % (96 trades, 42,71 % wins, 7,29 % loses)
   BTC_RADS: 0,94 % (72 trades, 38,89 % wins, 11,11 % loses)
   BTC_AMP: 1,01 % (91 trades, 36,26 % wins, 13,19 % loses)
   BTC_VOX: 0,76 % (79 trades, 37,97 % wins, 11,39 % loses)
   BTC_DCR: 1,03 % (88 trades, 37,50 % wins, 12,50 % loses)
   BTC_LSK: 1,10 % (81 trades, 40,74 % wins, 8,64 % loses)
   BTC_LBC: 1,27 % (84 trades, 41,67 % wins, 8,33 % loses)
   BTC_STEEM: 0,76 % (86 trades, 37,21 % wins, 12,79 % loses)
   BTC_SBD: 0,77 % (74 trades, 37,84 % wins, 12,16 % loses)
   BTC_ETC: 0,83 % (102 trades, 46,08 % wins, 3,92 % loses)
   BTC_REP: 0,85 % (84 trades, 41,67 % wins, 8,33 % loses)
   BTC_ARDR: 0,52 % (79 trades, 37,97 % wins, 11,39 % loses)
   BTC_ZEC: 1,65 % (60 trades, 45,00 % wins, 5,00 % loses)
   BTC_STRAT: 1,20 % (86 trades, 40,70 % wins, 9,30 % loses)
   BTC_NXC: 0,67 % (94 trades, 41,49 % wins, 8,51 % loses)
   BTC_PASC: 1,36 % (104 trades, 41,35 % wins, 8,65 % loses)
   BTC_GNT: 1,09 % (115 trades, 37,39 % wins, 12,17 % loses)
Neutral (0/66):
Losers (0/66):

Code: Select all

Markets: 66
Start balance: 0,04000000
Compound gross returns: 0,02784125 BTC (Avg: 0,00042184 BTC)
Compound gross returns: 69,60 % (Avg: 1,05 %)
Compound net returns: 0,02451041 BTC (Avg: 0,00037137 BTC)
Compound net returns: 61,28 % (Avg: 0,93 %)


The new settings:

  • SMA200 & Typical Price
    • Interval: 5 min
    • Buy/Entry signal: Typical Price is below SMA200
    • Sell/Close signal: Typical Price is above SMA200
  • Chaikin A/D Line with EMA5
    • Interval: 30 min
    • Buy/Entry signal: A/D Line's EMA5 direction turns up (prevEma < currentEma)
    • Sell/Close signal: A/D Line's EMA5 direction turns down (prevEma > currentEma)



Happy trading,
~pshai


EDIT: Running a backtest now from 26.3.2016 to 25.3.2017, will post updates as soon as it is completed.

EDIT #2: So far the test results shows that it happened to be a good month for the results above. Some markets do really well, but the compound results might be worse than thought to be. Although, no market has losses so far and Win/Lose ratios are looking good.

EDIT #3: Results vary a lot; from -0.3% to +13.48%. We'll see what comes up in the final results.
Last edited by pshai on Thu Mar 30, 2017 10:27 am, edited 1 time in total.
~Thou shall profit if thou art patient.~

Check out my kingdom for custom scripts for trade bots here!

neggs
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Re: pshai's "Swing Hawk" strategy

Postby neggs » Thu Mar 30, 2017 7:26 am

Hi pshai,

Many thanks for sharing your work. I find it extremely helpful as a notice who's learning quickly!

To just check, are HTS user able to repeat your work at it stands are do we need to wait for the scripting to be shared? I'm checking as I unable to find all of the indicates on the wiki.

Thanks in advance.

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pshai
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Re: pshai's "Swing Hawk" strategy

Postby pshai » Thu Mar 30, 2017 10:17 am

neggs wrote:Hi pshai,

Many thanks for sharing your work. I find it extremely helpful as a novice who's learning quickly!

You are welcome!

neggs wrote:To just check, are HTS users able to repeat your work as it stands or do we need to wait for the scripting to be shared? I'm checking as I'm unable to find all of the indicators on the wiki.

Thanks in advance.

Yes and no. Some of the licenses doesn't include scripting unfortunately and HTS doesn't have Chaikin A/D Line. So yeah, unless you try this below, you'll have to wait for the scripts.

You could try to replicate this strategy with what HTS has to offer:
  • SMA200 & Typical Price
    • Replace with SMA 2/200 + Reverse Signals (or SMA 200/2)
  • Chaikin A/D Line
    • Replace with CCI/CMO/Coppock Curve/MACD/RSI/Stochastic and experiment with their settings to find best results


Cheers,
~pshai
~Thou shall profit if thou art patient.~

Check out my kingdom for custom scripts for trade bots here!

neggs
Registered User
Posts: 23
Joined: Tue Mar 21, 2017 6:40 pm

Re: pshai's "Swing Hawk" strategy

Postby neggs » Thu Mar 30, 2017 12:15 pm

Many thanks pshai. I'll try out the HTS alternative and keep an eye out for the scripts.

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pshai
King of Scripts
Posts: 284
Joined: Fri Mar 18, 2016 11:33 am

Re: pshai's "Swing Hawk" strategy

Postby pshai » Thu Mar 30, 2017 12:30 pm

The backtests for one year period are taking forever so I canceled it for now. I have some results to give you, but no compound results (you can calculate them yourself if you want).

Here are the results with the new settings and for a year long test period (31 BTC-based markets):

Code: Select all

==============================
Market: BTC_BBR
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_BBR Results:
-------
Total trades: 1032 (W/L: 2,97)
Start balance: 0,04000000
Gross P/L: 0,00510762 BTC (12,77 %)
Gross balance: 0,04510762 BTC
Total fees: 0,00062686 BTC (1,57 %)
Net P/L: 0,00448075 BTC (11,20 %)
Net balance: 0,04448075 BTC
------------------------------

==============================
Market: BTC_BELA
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_BELA Results:
-------
Total trades: 1014 (W/L: 1,56)
Start balance: 0,04000000
Gross P/L: 0,00405321 BTC (10,13 %)
Gross balance: 0,04405321 BTC
Total fees: 0,00061448 BTC (1,54 %)
Net P/L: 0,00343873 BTC (8,60 %)
Net balance: 0,04343873 BTC
------------------------------

==============================
Market: BTC_BITS
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_BITS Results:
-------
Total trades: 664 (W/L: 3,10)
Start balance: 0,04000000
Gross P/L: 0,00418101 BTC (10,45 %)
Gross balance: 0,04418101 BTC
Total fees: 0,00040467 BTC (1,01 %)
Net P/L: 0,00377634 BTC (9,44 %)
Net balance: 0,04377634 BTC
------------------------------

==============================
Market: BTC_BLK
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_BLK Results:
-------
Total trades: 1124 (W/L: 2,58)
Start balance: 0,04000000
Gross P/L: 0,00204268 BTC (5,11 %)
Gross balance: 0,04204268 BTC
Total fees: 0,00067746 BTC (1,69 %)
Net P/L: 0,00136522 BTC (3,41 %)
Net balance: 0,04136522 BTC
------------------------------

==============================
Market: BTC_BTCD
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_BTCD Results:
-------
Total trades: 964 (W/L: 3,05)
Start balance: 0,04000000
Gross P/L: 0,00291683 BTC (7,29 %)
Gross balance: 0,04291683 BTC
Total fees: 0,00058278 BTC (1,46 %)
Net P/L: 0,00233405 BTC (5,84 %)
Net balance: 0,04233405 BTC
------------------------------

==============================
Market: BTC_BTM
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_BTM Results:
-------
Total trades: 895 (W/L: 2,89)
Start balance: 0,04000000
Gross P/L: 0,00570261 BTC (14,26 %)
Gross balance: 0,04570261 BTC
Total fees: 0,00054554 BTC (1,36 %)
Net P/L: 0,00515706 BTC (12,89 %)
Net balance: 0,04515706 BTC
------------------------------

==============================
Market: BTC_C2
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_C2 Results:
-------
Total trades: 890 (W/L: 2,20)
Start balance: 0,04000000
Gross P/L: 0,00474977 BTC (11,87 %)
Gross balance: 0,04474977 BTC
Total fees: 0,00054112 BTC (1,35 %)
Net P/L: 0,00420865 BTC (10,52 %)
Net balance: 0,04420865 BTC
------------------------------

==============================
Market: BTC_CLAM
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_CLAM Results:
-------
Total trades: 1149 (W/L: 2,46)
Start balance: 0,04000000
Gross P/L: 0,00307648 BTC (7,69 %)
Gross balance: 0,04307648 BTC
Total fees: 0,00069400 BTC (1,74 %)
Net P/L: 0,00238248 BTC (5,96 %)
Net balance: 0,04238248 BTC
------------------------------

==============================
Market: BTC_CURE
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_CURE Results:
-------
Total trades: 880 (W/L: 2,36)
Start balance: 0,04000000
Gross P/L: 0,00259366 BTC (6,48 %)
Gross balance: 0,04259366 BTC
Total fees: 0,00053189 BTC (1,33 %)
Net P/L: 0,00206177 BTC (5,15 %)
Net balance: 0,04206177 BTC
------------------------------

==============================
Market: BTC_DASH
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_DASH Results:
-------
Total trades: 1224 (W/L: 3,60)
Start balance: 0,04000000
Gross P/L: 0,00241252 BTC (6,03 %)
Gross balance: 0,04241252 BTC
Total fees: 0,00073802 BTC (1,85 %)
Net P/L: 0,00167450 BTC (4,19 %)
Net balance: 0,04167450 BTC
------------------------------

==============================
Market: BTC_EMC2
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_EMC2 Results:
-------
Total trades: 956 (W/L: 2,23)
Start balance: 0,04000000
Gross P/L: 0,00390653 BTC (9,77 %)
Gross balance: 0,04390653 BTC
Total fees: 0,00057946 BTC (1,45 %)
Net P/L: 0,00332708 BTC (8,32 %)
Net balance: 0,04332708 BTC
------------------------------

==============================
Market: BTC_FLO
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_FLO Results:
-------
Total trades: 948 (W/L: 2,56)
Start balance: 0,04000000
Gross P/L: 0,00343266 BTC (8,58 %)
Gross balance: 0,04343266 BTC
Total fees: 0,00057395 BTC (1,43 %)
Net P/L: 0,00285871 BTC (7,15 %)
Net balance: 0,04285871 BTC
------------------------------

==============================
Market: BTC_GAME
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_GAME Results:
-------
Total trades: 1119 (W/L: 2,63)
Start balance: 0,04000000
Gross P/L: 0,00400291 BTC (10,01 %)
Gross balance: 0,04400291 BTC
Total fees: 0,00067738 BTC (1,69 %)
Net P/L: 0,00332553 BTC (8,31 %)
Net balance: 0,04332553 BTC
------------------------------

==============================
Market: BTC_GRC
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_GRC Results:
-------
Total trades: 1079 (W/L: 2,64)
Start balance: 0,04000000
Gross P/L: 0,00255985 BTC (6,40 %)
Gross balance: 0,04255985 BTC
Total fees: 0,00065124 BTC (1,63 %)
Net P/L: 0,00190861 BTC (4,77 %)
Net balance: 0,04190861 BTC
------------------------------

==============================
Market: BTC_HUC
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_HUC Results:
-------
Total trades: 713 (W/L: 2,83)
Start balance: 0,04000000
Gross P/L: 0,00468004 BTC (11,70 %)
Gross balance: 0,04468004 BTC
Total fees: 0,00043486 BTC (1,09 %)
Net P/L: 0,00424518 BTC (10,61 %)
Net balance: 0,04424518 BTC
------------------------------

==============================
Market: BTC_LTC
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_LTC Results:
-------
Total trades: 1568 (W/L: 2,44)
Start balance: 0,04000000
Gross P/L: 0,00082266 BTC (2,06 %)
Gross balance: 0,04082266 BTC
Total fees: 0,00094203 BTC (2,36 %)
Net P/L: -0,00011937 BTC (-0,30 %)
Net balance: 0,03988063 BTC
------------------------------

==============================
Market: BTC_MAID
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_MAID Results:
-------
Total trades: 1224 (W/L: 3,64)
Start balance: 0,04000000
Gross P/L: 0,00294643 BTC (7,37 %)
Gross balance: 0,04294643 BTC
Total fees: 0,00073882 BTC (1,85 %)
Net P/L: 0,00220761 BTC (5,52 %)
Net balance: 0,04220761 BTC
------------------------------

==============================
Market: BTC_OMNI
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_OMNI Results:
-------
Total trades: 622 (W/L: 2,24)
Start balance: 0,04000000
Gross P/L: 0,00293522 BTC (7,34 %)
Gross balance: 0,04293522 BTC
Total fees: 0,00037760 BTC (0,94 %)
Net P/L: 0,00255762 BTC (6,39 %)
Net balance: 0,04255762 BTC
------------------------------

==============================
Market: BTC_NAUT
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_NAUT Results:
-------
Total trades: 957 (W/L: 2,54)
Start balance: 0,04000000
Gross P/L: 0,00411481 BTC (10,29 %)
Gross balance: 0,04411481 BTC
Total fees: 0,00058036 BTC (1,45 %)
Net P/L: 0,00353445 BTC (8,84 %)
Net balance: 0,04353445 BTC
------------------------------

==============================
Market: BTC_NAV
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_NAV Results:
-------
Total trades: 1015 (W/L: 3,16)
Start balance: 0,04000000
Gross P/L: 0,00593358 BTC (14,83 %)
Gross balance: 0,04593358 BTC
Total fees: 0,00061791 BTC (1,54 %)
Net P/L: 0,00531567 BTC (13,29 %)
Net balance: 0,04531567 BTC
------------------------------

==============================
Market: BTC_NEOS
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_NEOS Results:
-------
Total trades: 959 (W/L: 2,24)
Start balance: 0,04000000
Gross P/L: 0,00597755 BTC (14,94 %)
Gross balance: 0,04597755 BTC
Total fees: 0,00058437 BTC (1,46 %)
Net P/L: 0,00539318 BTC (13,48 %)
Net balance: 0,04539318 BTC
------------------------------

==============================
Market: BTC_NMC
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_NMC Results:
-------
Total trades: 965 (W/L: 2,68)
Start balance: 0,04000000
Gross P/L: 0,00190298 BTC (4,76 %)
Gross balance: 0,04190298 BTC
Total fees: 0,00058185 BTC (1,45 %)
Net P/L: 0,00132113 BTC (3,30 %)
Net balance: 0,04132113 BTC
------------------------------

==============================
Market: BTC_NOTE
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_NOTE Results:
-------
Total trades: 1250 (W/L: 2,98)
Start balance: 0,04000000
Gross P/L: 0,00587038 BTC (14,68 %)
Gross balance: 0,04587038 BTC
Total fees: 0,00075881 BTC (1,90 %)
Net P/L: 0,00511158 BTC (12,78 %)
Net balance: 0,04511158 BTC
------------------------------

==============================
Market: BTC_NXT
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_NXT Results:
-------
Total trades: 1135 (W/L: 2,46)
Start balance: 0,04000000
Gross P/L: 0,00214061 BTC (5,35 %)
Gross balance: 0,04214061 BTC
Total fees: 0,00068415 BTC (1,71 %)
Net P/L: 0,00145646 BTC (3,64 %)
Net balance: 0,04145646 BTC
------------------------------

==============================
Market: BTC_POT
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_POT Results:
-------
Total trades: 969 (W/L: 2,75)
Start balance: 0,04000000
Gross P/L: 0,00352174 BTC (8,80 %)
Gross balance: 0,04352174 BTC
Total fees: 0,00058669 BTC (1,47 %)
Net P/L: 0,00293505 BTC (7,34 %)
Net balance: 0,04293505 BTC
------------------------------

==============================
Market: BTC_PPC
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_PPC Results:
-------
Total trades: 1161 (W/L: 3,30)
Start balance: 0,04000000
Gross P/L: 0,00235187 BTC (5,88 %)
Gross balance: 0,04235187 BTC
Total fees: 0,00070011 BTC (1,75 %)
Net P/L: 0,00165175 BTC (4,13 %)
Net balance: 0,04165175 BTC
------------------------------

==============================
Market: BTC_QBK
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_QBK Results:
-------
Total trades: 596 (W/L: 2,68)
Start balance: 0,04000000
Gross P/L: 0,00327187 BTC (8,18 %)
Gross balance: 0,04327187 BTC
Total fees: 0,00036251 BTC (0,91 %)
Net P/L: 0,00290936 BTC (7,27 %)
Net balance: 0,04290936 BTC
------------------------------

==============================
Market: BTC_QTL
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_QTL Results:
-------
Total trades: 950 (W/L: 2,54)
Start balance: 0,04000000
Gross P/L: 0,00375328 BTC (9,38 %)
Gross balance: 0,04375328 BTC
Total fees: 0,00057563 BTC (1,44 %)
Net P/L: 0,00317765 BTC (7,94 %)
Net balance: 0,04317765 BTC
------------------------------

==============================
Market: BTC_RBY
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_RBY Results:
-------
Total trades: 688 (W/L: 3,35)
Start balance: 0,04000000
Gross P/L: 0,00101087 BTC (2,53 %)
Gross balance: 0,04101087 BTC
Total fees: 0,00041432 BTC (1,04 %)
Net P/L: 0,00059656 BTC (1,49 %)
Net balance: 0,04059656 BTC
------------------------------

==============================
Market: BTC_RIC
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_RIC Results:
-------
Total trades: 879 (W/L: 2,78)
Start balance: 0,04000000
Gross P/L: 0,00359032 BTC (8,98 %)
Gross balance: 0,04359032 BTC
Total fees: 0,00053277 BTC (1,33 %)
Net P/L: 0,00305755 BTC (7,64 %)
Net balance: 0,04305755 BTC
------------------------------

==============================
Market: BTC_SDC
Testing from 26.3.2016 0:00 to 25.3.2017 0:00
------------------------------
BTC_SDC Results:
-------
Total trades: 958 (W/L: 3,13)
Start balance: 0,04000000
Gross P/L: 0,00485143 BTC (12,13 %)
Gross balance: 0,04485143 BTC
Total fees: 0,00058208 BTC (1,46 %)
Net P/L: 0,00426936 BTC (10,67 %)
Net balance: 0,04426936 BTC
------------------------------
~Thou shall profit if thou art patient.~

Check out my kingdom for custom scripts for trade bots here!


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