Update BTC

This commit is contained in:
zhutoutoutousan
2025-04-13 15:23:58 +08:00
parent 2cc396a123
commit 1f5edd607c
7 changed files with 1558 additions and 0 deletions
+218
View File
@@ -7,6 +7,9 @@
- [2. EMA Crossover Skirmish](#2-ema-crossover-skirmish)
- [3. RSI Divergence Extrema AUDUSD](#3-rsi-divergence-extrema-audusd)
- [4. RSI Divergence Extrema EURUSD](#4-rsi-divergence-extrema-eurusd)
- [5. RSI Reversal Asian AUDUSD](#5-rsi-reversal-asian-audusd)
- [6. RSI Reversal Asian EURUSD](#6-rsi-reversal-asian-eurusd)
- [7. EMA Crossover BTC](#7-ema-crossover-btc)
- [Technical Details](#technical-details)
- [Requirements](#requirements)
- [Installation](#installation)
@@ -288,6 +291,221 @@ A strategy that combines RSI divergence with extreme price points detection for
**Balance Sheet (2021-2025):**
![RSI Extrema EURUSD Balance Sheet](RSIDivergenceExtremaEURUSD/test-balance.jpg)
### 5. RSI Reversal Asian AUDUSD
A strategy specifically designed for the Asian session on AUDUSD, using RSI reversals with optimized parameters for this market condition.
**Key Features:**
- RSI reversal patterns detection
- Asian session optimization
- Dynamic exit based on RSI thresholds
- Advanced position management
- Session-based trading rules
**Strategy Settings:**
- Symbol: AUDUSD
- Period: M15 (2021.01.01 - 2025.04.03)
- RSI Period: 14
- RSI Overbought: 67
- RSI Oversold: 17
- Take Profit: 253 pips
- Stop Loss: 429 pips
- Max Lot Size: 0.1
- Max Spread: 1000
- Max Duration: 81
- RSI Exit Level: 49
- Use Stop Loss: false
- Use Take Profit: true
- Use RSI Exit: true
**Performance Metrics (2021-2025):**
| Metric | Value |
|--------|-------|
| Total Net Profit | $1,521.11 |
| Gross Profit | $6,147.84 |
| Gross Loss | -$4,626.73 |
| Profit Factor | 1.33 |
| Recovery Factor | 4.30 |
| Expected Payoff | $2.32 |
| Sharpe Ratio | 2.14 |
| AHPR | 1.0022 (0.22%) |
| GHPR | 1.0019 (0.19%) |
**Trade Statistics (2021-2025):**
| Statistic | Value |
|-----------|-------|
| History Quality | 100% |
| Total Bars | 105,824 |
| Total Ticks | 6,215,660 |
| Total Trades | 657 |
| Total Deals | 1,314 |
| Profit Trades | 491 (74.73%) |
| Loss Trades | 166 (25.27%) |
| Short Trades Won | 75.52% |
| Long Trades Won | 61.11% |
| Largest Profit Trade | $24.20 |
| Largest Loss Trade | -$106.60 |
| Average Profit Trade | $12.52 |
| Average Loss Trade | -$27.87 |
| Max Consecutive Wins | 17 ($266.30) |
| Max Consecutive Losses | 4 (-$124.19) |
**Drawdown Analysis (2021-2025):**
| Metric | Value |
|--------|-------|
| Balance Drawdown Absolute | $158.27 |
| Equity Drawdown Absolute | $189.77 |
| Balance Drawdown Maximal | $302.68 (16.43%) |
| Equity Drawdown Maximal | $353.92 (20.63%) |
| Balance Drawdown Relative | 26.38% ($158.27) |
| Equity Drawdown Relative | 31.97% ($192.77) |
**Balance Sheet (2021-2025):**
![RSI Reversal Asian Balance Sheet](RSIReversalAsianAUDUSD/test-balance.jpg)
### 6. RSI Reversal Asian EURUSD
A strategy specifically designed for the Asian session on EURUSD, using RSI reversals with optimized parameters for this market condition.
**Key Features:**
- RSI reversal patterns detection
- Asian session optimization
- Dynamic exit based on RSI thresholds
- Advanced position management
- Session-based trading rules
**Strategy Settings:**
- Symbol: EURUSD
- Period: M15 (2021.01.01 - 2025.04.03)
- RSI Period: 14
- RSI Overbought: 77
- RSI Oversold: 10
- Take Profit: 116 pips
- Stop Loss: 247 pips
- Max Lot Size: 0.1
- Max Spread: 1000
- Max Duration: 67
- RSI Exit Level: 40
- Use Stop Loss: true
- Use Take Profit: false
- Use RSI Exit: true
**Performance Metrics (2021-2025):**
| Metric | Value |
|--------|-------|
| Total Net Profit | $955.26 |
| Gross Profit | $1,961.62 |
| Gross Loss | -$1,006.36 |
| Profit Factor | 1.95 |
| Recovery Factor | 6.70 |
| Expected Payoff | $12.09 |
| Sharpe Ratio | 6.99 |
| AHPR | 1.0132 (1.32%) |
| GHPR | 1.0121 (1.21%) |
**Trade Statistics (2021-2025):**
| Statistic | Value |
|-----------|-------|
| History Quality | 100% |
| Total Bars | 105,824 |
| Total Ticks | 6,218,391 |
| Total Trades | 79 |
| Total Deals | 158 |
| Profit Trades | 40 (50.63%) |
| Loss Trades | 39 (49.37%) |
| Short Trades Won | 50.00% |
| Long Trades Won | 100.00% |
| Largest Profit Trade | $129.78 |
| Largest Loss Trade | -$30.90 |
| Average Profit Trade | $49.04 |
| Average Loss Trade | -$25.80 |
| Max Consecutive Wins | 5 ($223.98) |
| Max Consecutive Losses | 3 (-$79.60) |
**Drawdown Analysis (2021-2025):**
| Metric | Value |
|--------|-------|
| Balance Drawdown Absolute | $0.00 |
| Equity Drawdown Absolute | $2.51 |
| Balance Drawdown Maximal | $113.91 (7.03%) |
| Equity Drawdown Maximal | $142.61 (8.74%) |
| Balance Drawdown Relative | 13.81% ($98.24) |
| Equity Drawdown Relative | 16.97% ($122.14) |
**Balance Sheet (2021-2025):**
![RSI Reversal Asian EURUSD Balance Sheet](RSIReversalAsianEURUSD/test-balance.jpg)
### 7. EMA Crossover BTC
A strategy specifically designed for Bitcoin (BTCUSD) using EMA crossovers with advanced scoring and position management.
**Key Features:**
- EMA crossover detection
- Advanced scoring system
- Trailing stop management
- Position scaling and reversal capabilities
- Dynamic distance thresholds
- Decay multiplier for trend strength
**Strategy Settings:**
- Symbol: BTCUSD
- Period: H1 (2021.01.01 - 2025.04.03)
- Magic Number: 42
- Score Threshold: 15000
- Slope Threshold: 3500
- Max Score: 25000
- Cooldown Minutes: 18
- Trade Cooldown Minutes: 44
- EMA Time Frame: 16385
- Delay Clamp Absolute: 5000
- EMA Period: 139
- Cross Over Step: 2500
- Slope Threshold Step: 2000
- EMA Distance Step: 500
- EMA Decay Step: 0
- Decay Multiplier: 0.08
- Distance Threshold: 7100
- ATR Multiplier: 3.9
- Trailing Stop: 10
- Apply Trailing Stop: true
- Max Crossover Trades: 14
- Max Drawdown: 10%
- Minimum Lot Size: 0.01
- Max Time in Position: 1 hour
- Trade Length Threshold: 31
- Reverse TP: 707
- Reverse Lot Size Multiplier: 4
- Secondary Position Hold Time: 75
**Performance Metrics (2021-2025):**
| Metric | Value |
|--------|-------|
| Total Net Profit | $632.96 |
| Gross Profit | $849.93 |
| Gross Loss | -$216.97 |
| Profit Factor | 3.92 |
| Recovery Factor | 7.47 |
| Expected Payoff | $0.58 |
| Sharpe Ratio | 7.57 |
| AHPR | 1.0007 (0.07%) |
| GHPR | 1.0007 (0.07%) |
**Trade Statistics (2021-2025):**
| Statistic | Value |
|-----------|-------|
| History Quality | 98% |
| Total Bars | 35,791 |
| Total Ticks | 8,380,510 |
| Balance Drawdown Absolute | $0.00 |
| Equity Drawdown Absolute | $2.72 |
| Balance Drawdown Maximal | $41.94 (3.52%) |
| Equity Drawdown Maximal | $84.72 (7.13%) |
| Balance Drawdown Relative | 3.52% ($41.94) |
| Equity Drawdown Relative | 7.13% ($84.72) |
**Balance Sheet (2021-2025):**
![EMA Crossover BTC Balance Sheet](EMACrossOverBTC/test-balance.jpg)
## Technical Details
Each EA is implemented in MQL5 and includes:
- Custom strategy implementation