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The following strategy should be developed to trade crypto. We can use Trality as a platform because the first step is to do backtests. Then long term we will convert it to a standalone bot.
Development Requirement Sheet for BTC/USDT Trading Strategy:
Add two indicators to the 1-hour chart of BTC/USDT Perpetual:
a. Bollinger Bands with length 21 and standard deviation 2.7
b. ZLEMA with Kelman Filter using default settings (EMA8, 21 and 55)
Open Long Position:
a. Buy 5 BTC (variable) at 33x leverage (variable) if all the following conditions are met:
i. The price has crossed down the lower Bollinger Band by more than USDT44 (+variable ATR value)
ii. The gap between the value of the upper and lower Bollinger Bands at the close of the preceding three candles was greater than USDT300 (variable ATR value)
iii. The gap between the values of EMA8 and EMA55 at the close of the preceding candle was greater than USDT18 (variable ATR value)
iv. The gap between the values of EMA8 and EMA21 at the close of the preceding candle was greater than USDT9 (variable ATR value
v. No more than one out of the preceding six candles had its low below the lower Bollinger Band
vi. At the close of the preceding four candles, there were no more than two candles where the gap between the values of EMA8 and EMA21 was less than USDT10 (variable ATR value
vii. The gap between open and low of the preceding candle was less than USDT300 (variable ATR value)
b. Close Long Position:
i. If the price is up USDT250 (variable ATR value) from the Entry, or
ii. If the price is down USDT250 (variable ATR value) from the Entry, or
iii. If the current candle closed below the lower Bollinger Band and the low of the next candle fell below the close of the current candle by more than USDT140 (variable ATR value), close the position when the price is up USDT20 (variable ATR value) from the Entry.
Open Short Position:
a. Sell 5 BTC at 33x leverage if all the following conditions are met:
i. The price has crossed up the upper Bollinger Band by more than USDT44
ii. The gap between the value of the upper and lower Bollinger Bands at the close of the preceding three candles was greater than USDT300
iii. The gap between the values of EMA8 and EMA55 at the close of the preceding candle was greater than USDT18
iv. The gap between the values of EMA8 and EMA21 at the close of the preceding candle was greater than USDT9
v. No more than one out of the preceding six candles had its high above the upper Bollinger Band
vi. At the close of the preceding four candles, there were no more than two candles where the gap between the values of EMA8 and EMA21 was less than USDT10
vii. The gap between open and high of the preceding candle was less than USDT300.
b. Close Short Position:
i. If the price is down USDT250 from the Entry, or
ii. If the price is up USDT250 from the Entry, or
iii. If the current candle closed above the upper Bollinger Band and the high of the next candle went beyond the close of the current candle by more than USDT140, close the position when the price is down USDT20 from the Entry.
Conditions:
a) Only one trade can be running at a time.
b) If a trade closed at loss, do not open a new trade for 8 hours (variable).
c) If a trade is closed at profit, do not open a new trade for 3 hours (variable).
Additions:
All input values for entries, stop, etc should be variable and definable both as hard numbers and based on ATR and based on risk/reward ratios.
→ basically have 2 inputs for all values one with hard values and one with ATR values and then an option to enable either option.
→ Target should also be definable as R/R in accordance with the stop.
The bot should be developed in python to be run with trality.
The gap between the open price of the current candle and the value of the lower Bollinger Band when the price crossed up/down was less than the variable value (e.g.USDT200) → Ability to switch on/off this filter