Notebooks

01.hma-4h-improvements.jl

2024-12-27

• This is a static export of the first time I was able to iteratively develop a new strategy from within a Pluto.jl notebook.

• I started off by running the TP.HMAStrategy that comes with TradingPipeline.jl.

• It had 4 wins and 4 losses trading in the bullish period from 2023-07-01 to 2024-11-29 on BTCUSD using data previously downloaded from PancakeSwap.

• I then came up with some ideas on how to mitigate the last 3 losses which happened in a row.

• I implemented those ideas in a strategy I called HMA2Strategy that was developed entirely in the notebook.

• I then ran the new strategy using the simulator to see how it turned out.

  • The results were better than expected.

This is a workflow I've wanted for a long time, and Pluto.jl is particularly well suited for this work. Trying to do this in a notebook where you have to manually control the order of execution is hellish. I know, because I've tried and stopped out of frustration.

That frustration was what led me to discover Pluto.jl and the Julia programming language.