Code:
def tick():
PAIR = info.primary_pair
if (data(interval=43200)[PAIR].ma(30) < data(interval=43200)[PAIR].ma(150)):
if portfolio.btc >1:
sell(PAIR)
if (data(interval=43200)[PAIR].ma(30) > data(interval=43200)[PAIR].ma(150)):
if portfolio.usd >1:
buy(PAIR)
Code:
[2011-12-19 11:00:00] BUY: 300.2101471 BTC (at 3.331 USD)
[2012-02-20 23:00:00] SELL: 299.60972681 BTC (at 4.332 USD)
[2012-04-17 00:00:00] BUY: 269.85698289 BTC (at 4.80 USD)
[2012-10-27 00:00:00] SELL: 269.31726892 BTC (at 9.382 USD)
[2012-11-26 11:00:00] BUY: 205.65006913 BTC (at 12.262 USD)
[2013-06-12 12:00:00] SELL: 205.23876899 BTC (at 107.301 USD)
[2013-08-14 00:00:00] BUY: 232.06116104 BTC (at 94.709 USD)
[2014-02-04 11:00:00] SELL: 231.59703872 BTC (at 801.50 USD)
[2014-05-28 12:00:00] BUY: 332.58011647 BTC (at 557.02 USD)
[2014-08-02 00:00:00] SELL: 331.91495624 BTC (at 587.133 USD)
[2014-11-24 23:00:00] BUY: 511.12308562 BTC (at 380.512 USD)
[2014-12-14 11:00:00] SELL: 510.10083945 BTC (at 339.80 USD)
[2015-03-08 12:00:00] BUY: 638.16076614 BTC (at 271.069 USD)
[2015-04-08 00:00:00] SELL: 636.88444461 BTC (at 248.779 USD)
[2015-06-19 12:00:00] BUY: 644.88820675 BTC (at 245.20 USD)
[2015-08-20 00:00:00] SELL: 643.59843034 BTC (at 226.60 USD)
[2015-10-15 00:00:00] BUY: 577.0207957 BTC (at 252.24 USD)
[2016-01-27 11:00:00] >> Starting portfolio:
[2016-01-27 11:00:00] >> [1000.00 USD]
[2016-01-27 11:00:00] >> Closing portfolio:
[2016-01-27 11:00:00] >> [6.9E-7 USD, 575.86675411 BTC]
[2016-01-27 11:00:00] >> Profit: 225891.50112003 USD (estimated)
selling the 30*150 12h sma cross is a 2X BTC strategy since Dec 2011
This is the 10X150 cross:
Code:
[2011-12-17 23:00:00] BUY: 315.45741324 BTC (at 3.17 USD)
[2012-02-16 23:00:00] SELL: 314.82649841 BTC (at 4.398 USD)
[2012-04-15 00:00:00] BUY: 286.45060658 BTC (at 4.824 USD)
[2012-10-25 12:00:00] SELL: 285.87770537 BTC (at 10.80 USD)
[2012-11-19 23:00:00] BUY: 265.85886622 BTC (at 11.59 USD)
[2013-06-09 00:00:00] SELL: 265.32714849 BTC (at 107.90 USD)
[2013-08-15 00:00:00] BUY: 291.54634411 BTC (at 98.00 USD)
[2014-01-31 11:00:00] SELL: 290.96325142 BTC (at 795.50 USD)
[2014-05-24 12:00:00] BUY: 451.00479898 BTC (at 512.186 USD)
[2014-07-29 00:00:00] SELL: 450.10278938 BTC (at 580.513 USD)
[2014-11-14 23:00:00] BUY: 665.4484151 BTC (at 391.868 USD)
[2014-11-18 11:00:00] SELL: 664.11751827 BTC (at 374.269 USD)
[2014-11-28 11:00:00] BUY: 671.90919082 BTC (at 369.189 USD)
[2014-12-09 23:00:00] SELL: 670.56537244 BTC (at 345.001 USD)
[2015-03-03 23:00:00] BUY: 841.17442485 BTC (at 274.477 USD)
[2015-04-01 12:00:00] SELL: 839.492076 BTC (at 239.713 USD)
[2015-04-05 12:00:00] BUY: 792.60060573 BTC (at 253.387 USD)
[2015-04-10 12:00:00] SELL: 791.01540452 BTC (at 231.20 USD)
[2015-06-16 12:00:00] BUY: 727.13037729 BTC (at 251.01 USD)
[2015-08-17 00:00:00] SELL: 725.67611654 BTC (at 254.815 USD)
[2015-10-11 00:00:00] BUY: 759.11894314 BTC (at 243.102 USD)
[2016-01-18 23:00:00] SELL: 757.60070525 BTC (at 384.744 USD)
[2016-01-21 23:00:00] BUY: 719.21833007 BTC (at 404.466 USD)
[2016-01-26 11:00:00] SELL: 717.77989341 BTC (at 396.104 USD)
[2016-01-27 11:00:00] >> Starting portfolio:
[2016-01-27 11:00:00] >> [1000.00 USD]
[2016-01-27 11:00:00] >> Closing portfolio:
[2016-01-27 11:00:00] >> [283746.85592686 USD]
[2016-01-27 11:00:00] >> Profit: 282746.85592686 USD
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