The time has come that many have been waiting for. For some reason cryptocurrencies catch everyone's eyes like no other asset. For me they are just another asset so here is the Crypto Portfolio.
Bitcoin is not the only cryptocurrency that is listed on the futures market, we also have ETH, with all its differences and also with all its similarities.
It has a shorter history but we will also backtest it on the ETHUSD spot.
This trading system captures trades once we are sure that the price is moving and we are going somewhere, it is a simple but powerful filter.
You know how it works... Next week it will be more expensive, so don't wait until it's too late.
Enjoy ;)
THE SYSTEM
**Backtest with constant volatility post sizing method.
TradeStation Periodical Returns: Annual
**Backtest with constant volatility post sizing method in ETHUSD to extend the historical data.
********** Warning: The systems on this site showcase specific approaches or methods and are delivered solely as an illustrative coding exercise. Any mention of amounts or percentages of investment return is only indicative of the virtual performance of the strategy or system code over a specific data set and is not meant to signify any guaranteed return. The strategies discussed on this site should be considered speculative and contain a high degree of volatility and risk. The past performance of any trading system or methodology is not indicative of future results. You could lose all your money and even more than you have deposited. Do not trade with money you cannot afford to lose, or better yet, do not trade at all. The systems provided may contain errors or omissions of all kinds, and their accuracy, completeness, reproducibility, or functioning is not guaranteed in any way, nor is the content endorsed in any manner. Do not trade these systems.
Read the instructions and full disclaimer.
THE CODE for PAID SUSCRIBERS: