April 26, 2024

TSLab Blog | Screeneradded "smart" stop – can be tested

We added, in our opinion, a smart stop to our development of the “market scanner”, and also slightly changed the logicNow the take is not fixed, but moves along with the price (in case the market is persistently and slowly growing, the take will besail after him.
Made a couple of quick optimizations
TSLab company blog | Screener added "smart" stop - you can test

This is what it looked like in its pure form when we assembled the algorithm.
TSLab company blog | Screener added "smart" stop - you can test

The first quick optimization, and of course - fireworks - the grail, success, BuffettMake room!
TSLab company blog | Screener added "smart" stop - you can test

Added a commission) Uncle Buffett breathed a sigh of relief.
Jokes are jokes, of course, but it immediately givesunderstanding the weak areas of the algorithm. That is, yes, we make good profits, but then there are a lot of losses. Overall profit? yes, but it can be better! Since the most interesting thing is that if you look closely on the chart, it is noticeable - there are no short positions. Yes, the market is growing all the time (only the last month is taken), but nevertheless there could be entry points for the short.
Then we didn’t change the algorithm or anything else -They just did the right optimization. In view of the randomness, we optimized not only the percentage of growth and decline, but also the reference point (loy for the period) and the algorithm showed that you can not only look at the traffic intensity over the last hour, but also a couple of seconds as well. that is, with a sharp rise of 1% in a couple of seconds, you can also work it into profit. Well, that's not the point.
TSLab company blog | Screener added "smart" stop - you can test

In this form, something is already similar to the truth - both shorts and longs are commensurate (and this is during a period of good growth of the crypt).
TSLab company blog | Screener added "smart" stop - you can test

And yes, commissions are more than profit, they will earn more from us than we do.
This is not the end.) We will continue to develop and enrich it with our own, and perhaps if someone writes their reviews, then based on your comments as well.
The current version of the script can be downloaded here

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