Search
× Search
Tuesday, April 16, 2024

Archived Discussions

Recent member discussions

The Algorithmic Traders' Association prides itself on providing a forum for the publication and dissemination of its members' white papers, research, reflections, works in progress, and other contributions. Please Note that archive searches and some of our members' publications are reserved for members only, so please log in or sign up to gain the most from our members' contributions.

Basic bitcoin model logic / Volatility Breakout of Price Channels

photo

 private private,

 Tuesday, November 21, 2017

Liquidity flow of bitcoin transactions currently has this market contained to cycles of bursting short term trend moves. For this type of market I have found that a very long input price channel of the true high and true low using a volatility amount of the short term true range as an entry trigger, works well. Trigger = .25 * Average (True Range,10) and Channel = Highest or Lowest (True "High or Low", 60) I have no misconceptions that when the CME futures market opens, that this simple model will continue to work. As the liquidity increases the swings will become tighter and Expansion - Contraction systems will most likely prove to be the most effective models. It will be interesting to see the effect between the Bitcoin cash and futures market. Most likely if there will be many arbitrage opportunities will abound. This is an exciting time for a unique market and I find it amazing that the CME is backing the launch of this new futures product.


Print

Please login or register to post comments.

TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS
Terms Of UsePrivacy StatementCopyright 2018 Algorithmic Traders Association