WhaleEngine's profile picture. Freelance C++ dev.
Building a high-performance grid-search backtesting engine for algorithmic trading. Results aligned with TradingView.

๐™ฒ๐šŠ๐šž๐š•๐š๐š›๐š˜๐š—

@WhaleEngine

Freelance C++ dev. Building a high-performance grid-search backtesting engine for algorithmic trading. Results aligned with TradingView.

๐™ฒ๐šŠ๐šž๐š•๐š๐š›๐š˜๐š— reposted

Mon bot de trading #Binance (algo TRIX) est live ! Il scanne 3 paires et prend la meilleure opportunitรฉ : SOL/USDC, DOGE/USDC, XRP/USDC. Backtest 1 an โ‰ˆ +500%. Ubuntu, alertes Telegram ร  chaque trade. (Pas un conseil dโ€™investissement) #crypto #python Merci @CryptoRobotfr

sulfuroid's tweet image. Mon bot de trading #Binance (algo TRIX) est live ! Il scanne 3 paires et prend la meilleure opportunitรฉ : SOL/USDC, DOGE/USDC, XRP/USDC. Backtest 1 an โ‰ˆ +500%. Ubuntu, alertes Telegram ร  chaque trade. (Pas un conseil dโ€™investissement) #crypto #python Merci @CryptoRobotfr

Capital % and leverage are now tunable hyper-params in my C++17 backtester. One grid search maps the full risk/return landscape, so sizing trades is data-driven instead of guesswork. Backtest results match TradingView bit-for-bit.

WhaleEngine's tweet image. Capital % and leverage are now tunable hyper-params in my C++17 backtester.
One grid search maps the full risk/return landscape, so sizing trades is data-driven instead of guesswork. 
Backtest results match TradingView bit-for-bit.

๐™ฒ๐šŠ๐šž๐š•๐š๐š›๐š˜๐š— reposted

Bien lire les conditions gรฉnรฉrales.

bearstech's tweet image. Bien lire les conditions gรฉnรฉrales.

My backtesting engine processes 880 millions candles on an Intel 14900K for a 4h strategy with 2 entry conditions (CMO + price > MA) and 2 exit conditions (CMO + SL). Results match TradingView's, with a pinescript export to verify. Download likely this year, maybe summer.

WhaleEngine's tweet image. My backtesting engine processes 880 millions candles on an Intel 14900K for a 4h strategy with 2 entry conditions (CMO + price > MA) and 2 exit conditions (CMO + SL). Results match TradingView's, with a pinescript export to verify. Download likely this year, maybe summer.

Gave ChatGPT the trade logs from my backtest and asked it to plot the wins and losses. It made this chart. Pretty cool !

WhaleEngine's tweet image. Gave ChatGPT the trade logs from my backtest and asked it to plot the wins and losses. It made this chart. Pretty cool !

The majority of altcoins, even those with large market caps, have economic models that are highly inflationary. These models often rely on optimistic assumptions that the market will absorb the inflation over the long term, but in reality, this is rarely the case.


On Solana $SOL, the 170-day EMA is equivalent to the 100-day EMA on BTC. It's central among the most profitable EMAs, with strategies to buy when the price crosses above and sell when it crosses below.

WhaleEngine's tweet image. On Solana $SOL, the 170-day EMA is equivalent to the 100-day EMA on BTC. 
It's central among the most profitable EMAs, with strategies to buy when the price crosses above and sell when it crosses below.

$AZERO (Aleph Zero) is a promising blockchain, but its inflation exerts significant downward pressure on its value.

WhaleEngine's tweet image. $AZERO (Aleph Zero) is a promising blockchain, but its inflation exerts significant downward pressure on its value.

๐™ฒ๐šŠ๐šž๐š•๐š๐š›๐š˜๐š— reposted

My signal robot is working like a charm. This week end I ll convert it to a robot capable of entering into trades.

sulfuroid's tweet image. My signal robot is working like a charm. This week end I ll convert it to a robot capable of entering into trades.
sulfuroid's tweet image. My signal robot is working like a charm. This week end I ll convert it to a robot capable of entering into trades.
sulfuroid's tweet image. My signal robot is working like a charm. This week end I ll convert it to a robot capable of entering into trades.

I've tweaked the ETH strategy once more, hopefully this is the charm! $ETH / $USD timeframe: 1 Day Enter: Close price > EMA(31) and RSI(2) > 92 Exit: RSI(4) < 51 Stop Loss: 12.5% I'll share the performance updates in a few months.

WhaleEngine's tweet image. I&apos;ve tweaked the ETH strategy once more, hopefully this is the charm! 
$ETH / $USD timeframe: 1 Day
Enter: Close price &amp;gt; EMA(31) and RSI(2) &amp;gt; 92
Exit: RSI(4) &amp;lt; 51 
Stop Loss: 12.5% 
I&apos;ll share the performance updates in a few months.

๐™ฒ๐šŠ๐šž๐š•๐š๐š›๐š˜๐š— reposted

Thanks . learning how to so the same :)

sulfuroid's tweet image. Thanks . learning how to so the same :)

A simple SMA(25) / SMA(47) crossover strategy on $ETH has delivered an 85% win rate since January 2020.

WhaleEngine's tweet image. A simple SMA(25) / SMA(47) crossover strategy on $ETH has delivered an 85% win rate since January 2020.

My bots use a realtime trailing buy/sell strategy to increase the number of profitable trades. A trailing buy sets a dynamic purchase target that shifts to capture lower prices as the market changes. To evaluate the best trailing percentage, I backtest using 1-minute candle data.

WhaleEngine's tweet image. My bots use a realtime trailing buy/sell strategy to increase the number of profitable trades. A trailing buy sets a dynamic purchase target that shifts to capture lower prices as the market changes. To evaluate the best trailing percentage, I backtest using 1-minute candle data.

Instead of holding crypto, track a trend line, like buying $BTC above the EMA 100 daily and selling below. It beats just watching your portfolio dip, promising bigger returns over time. A reliable trend line sits at the center of a value range yielding good results.

WhaleEngine's tweet image. Instead of holding crypto, track a trend line, like buying $BTC above the EMA 100 daily and selling below.  It beats just watching your portfolio dip, promising bigger returns over time.
A reliable trend line sits at the center of a value range yielding good results.

Crypto bull runs are traps that tempt you to buy at the worst possible time. Many then watch their tokens' value plummet by 70% without taking action. The real winners are the token creators, who sell off during the spike.


Crypto investors often put their faith in certain projects, not seeing that the project leaders, living the high life, are the ones selling off the most tokens. Personally, I'm not sold on crypto for the long haul.


I've spent a bit more time on the strategy of @PKycek. Here's a variant that seems better than my initial analysis which was solely based on 2023. $BTC / $USDT Daily Entry: Close > MA(70) and RSI(4) > 82 Exit: RSI(17) < 46 This strategy yielded a 260% return from Jan 2023. 1/2

WhaleEngine's tweet image. I&apos;ve spent a bit more time on the strategy of @PKycek. Here&apos;s a variant that seems better than my initial analysis which was solely based on 2023. 
$BTC / $USDT Daily
Entry: Close &amp;gt; MA(70) and RSI(4) &amp;gt; 82
Exit: RSI(17) &amp;lt; 46
This strategy yielded a 260% return from Jan 2023.
1/2

On the 1-hour timeframe, buying when the moving averages cross and selling at the upper Bollinger band wins 58% of 697 trades. But, the big problem is the high risk shown by a large maximum drawdown. $MATIC / $USDT

WhaleEngine's tweet image. On the 1-hour timeframe, buying when the moving averages cross and selling at the upper Bollinger band wins 58% of 697 trades. But, the big problem is the high risk shown by a large maximum drawdown.
$MATIC / $USDT

๐™ฒ๐šŠ๐šž๐š•๐š๐š›๐š˜๐š— reposted

En train d'adapter le code python @CryptoRobotfr en C++ Arduino pour le faire tourner sur un ESP32 et permettre ร  la communautรฉ opensource d'avoir des trading bots capables de tourner sur des machines a 2 EUR :)

sulfuroid's tweet image. En train d&apos;adapter le code python @CryptoRobotfr en C++ Arduino pour le faire tourner sur un ESP32 et permettre ร  la communautรฉ opensource d&apos;avoir des trading bots capables de tourner sur des machines a 2 EUR :)

๐™ฒ๐šŠ๐šž๐š•๐š๐š›๐š˜๐š— reposted

Great job on the test run! ๐Ÿค–

Scored a +9% gain in 24 hours with my bot on @kryll_io, started just yesterday. Wanted to test grid search over 33h historical data. Given the token's steady rise, it's no surprise there weren't any losses. Now shutting down this bot. x.com/gridsearch/staโ€ฆ

WhaleEngine's tweet image. Scored a +9% gain in 24 hours with my bot on @kryll_io, started just yesterday. 
Wanted to test grid search over 33h historical data. Given the token&apos;s steady rise, it&apos;s no surprise there weren&apos;t any losses. 
Now shutting down this bot.
x.com/gridsearch/staโ€ฆ


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