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Showing results 1 to 8 of 8
Search: Posts Made By: rleplae
Forum: Cryptocurrency February 24th, 2022, 07:22 AM
Replies: 9
Views: 2,958
Posted By rleplae
New test based non daily bars, using data from...

New test based non daily bars, using data from 2017 up to today.

Backtesting Results
Open Positions : -
Closed Trades : 17
...
Forum: Cryptocurrency February 23rd, 2022, 11:08 AM
Replies: 9
Views: 2,958
Posted By rleplae
The data sample is 5 years of data in hourly...

The data sample is 5 years of data in hourly timeframe
the on-chain is daily data ( I get it from crypto quant )
there are roughly +100 other on-chain parameters to
test out...

I did a rough...
Forum: Cryptocurrency February 23rd, 2022, 08:02 AM
Replies: 9
Views: 2,958
Posted By rleplae
Stock to Flow Stock to Flow is a metric used...

Stock to Flow

Stock to Flow is a metric used to assume bitcoin price based on its scarcity just like gold, silver, and other valuable objects that are limited in amount and costly to earn. The...
Forum: Cryptocurrency February 23rd, 2022, 07:58 AM
Replies: 9
Views: 2,958
Posted By rleplae
Exactly the same strategy but using an extra...

Exactly the same strategy but using an extra on-chain parameter called STF

Final Portfolio Value: 426914.29
Backtesting Results
Open Positions : -
Closed...
Forum: Cryptocurrency February 23rd, 2022, 07:55 AM
Replies: 9
Views: 2,958
Posted By rleplae
Based on BTC-USD hourly bars Simple strategy...

Based on BTC-USD hourly bars
Simple strategy using MACD and SMA

using backtrader framework in Python

Final Portfolio Value: 171111.48
Backtesting Results
Open Positions : 1 ...
Forum: Cryptocurrency February 22nd, 2022, 12:16 PM
Replies: 9
Views: 2,958
Posted By rleplae
In the mean-time I have made a bit of progress. ...

In the mean-time I have made a bit of progress.

On the question can "on-chain" data improve a trading strategy ?
I have now the clear answer : Yes

On a very base and simple MACD / Moving...
Forum: Cryptocurrency January 18th, 2022, 12:46 PM
Replies: 9
Views: 2,958
Posted By rleplae
Hello SMCJB, yes I looked into their data and...

Hello SMCJB, yes I looked into their data and also there is cryptoquant that has a similar offering of on-chain data.
Forum: Cryptocurrency January 17th, 2022, 04:05 AM
Replies: 9
Views: 2,958
Posted By rleplae
Building an alpha out of on-chain data ?

Has anybody tried to create an alpha with on-chain data for a crypto currency, eg. bitcoin ?
For example using deep learning to find features that could provide a clue into future direction ?
Showing results 1 to 8 of 8

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Total votes: 159
 


 
 


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