0bps

Strategy vault / Martingale

Fibonacci Sequence Strategy

!!!!!!!Friendly reminder: this strategy is for learning purposes only; actual trading will certainly result in liquidation!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! Simple Martingale The principle is to…

Author
Zer3192
Complexity
Intermediate · 100 lines
Parameters
0
Backtest bar
1d · swing
Tested on
BTC/USDT · futures

!!!!!!!Friendly reminder: this strategy is for learning purposes only; actual trading will certainly result in liquidation!!!!!!!!!! !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! Simple Martingale The principle is to double after losing until the desired profit is achieved As it is for backtesting, all orders are market orders, not run in live trading!!

Source JavaScript

/*
This strategy is for learning purposes only; real trading consequences are at your own risk 
*/
/*backtest
start: 2017-06-26 00:00:00
end: 2022-02-16 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

var n = 1 //Initial Order Quantity
var MarginLevel = 50 //Contract Leverage 
var profit = 1//Expected return, cannot be less than the handling fee 
var bet=1.1


//Get random number 
function sum(m, n) {  
    var num = Math.floor(Math.random() * (m - n) + n);  
    return num;
}

function main() {
    exchange.SetContractType("swap")
    exchange.SetMarginLevel(MarginLevel)
    var position = []
    while (true) {
        position = exchange.GetPosition()
        if (position.length == 0) {
            //Get random number0,1As direction
            var redom = sum(2, 0)
            Log(redom)
            if (redom == 0) {
                n=0.001
                exchange.SetDirection("sell")
                exchange.Sell(-1, n, "open short")
            }
            if (redom == 1) {
                n=0.001
                exchange.SetDirection("buy")
                exchange.Buy(-1, n, "open long")
            }

        }
        if (position.length > 0) {

            if (position[0].Type == 0) {
                //Profit greater than expected 
                if (position[0].Profit > profit) {
                    exchange.SetDirection("closebuy")
                    exchange.Sell(-1, position[0].Amount)
                }
                //If the negative profit is greater than the margin, increase the position

                if (position[0].Profit < position[0].Margin * -1) {
              function  fibonacci( n){

        if (n == 1 || n == 2) {             //Special case, discuss separately
            return 1;
        }
        if (n > 2) {
            return fibonacci(n - 1) + fibonacci(n - 2);     //Recursive call
        }
        return -1;              //If the input is wrongn,Always return-1
    }
                    
                    exchange.SetDirection("buy")
                    exchange.Buy(-1, n)
                }
            }
            if (position[0].Type == 1) {
                if (position[0].Profit > profit) {
                    exchange.SetDirection("closesell")
                    exchange.Buy(-1, position[0].Amount)
                }
                if (position[0].Profit < position[0].Margin * -1) {
                    
                    function    fibonacci( n){

        if (n == 1 || n == 2) {             //Special case, discuss separately
            return 1;
        }
        if (n > 2) {
            return fibonacci(n - 1) + fibonacci(n - 2);     //Recursive call
        }
        return -1;              //If the input is wrongn,Always return-1
    }
                    
                    exchange.SetDirection("sell")
                    exchange.Sell(-1, n)
                    
                }
            }
            Sleep(60000)
        }
    }

}
        

Published by Zer3192 on the FMZ strategy square · last modified 2022-05-14. Collected in the Quant Trading Vault. Unvalidated research: re-test with your own data and costs before trusting it.

Build this with AgenKit

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  2. Paste the command into your agent and approve each phase
  3. Get tests, backtest, risk controls and a paper-trading switch

Understand it first

Before you run this, read the lesson behind the idea and how to backtest it honestly. Specs like this one are the survivors of an unknown number of trials; deflate their results accordingly.

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