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This is so interesting, just wow 🤯 The way you can access informations between the 2 strategies is really well explained here. Thank you for the amazing functionalities covered by your framework!
Great video that introduces yet more features of Jesse. It would be interesting to see the benefits of filters vs more complex criteria in the should_long/should_short functions.
your zscore is leaking future data. you're taking standard deviation of the whole spread data in your backtest which is wrong because future data hasnt happened yet for you to take standard deviation of.
You fix that at 21:10, correct? Also, I love your videos! I watch them whenever they come out and always look forward to them. Thank you for taking the time to make them and sharing them with us 😊 @saleh.m
This is next level! Thanks. I am going to study it and give it my best shot of improving this already great strategy, but that will be hard. Let's hope that we will find a way to make it profitable, because making money in every market is (almost) impossible.
@@saleh.m loved you vid ! could you do a follow-up video with Forex pairs. They all share half the price of each other so it should be very effective. and forex spread is way cheaper than crypto
Great Work Saleh, I am watching you from the beginning. I just have one Question. Please Share your Cursor IDE setup(extensions, font, theme, etc.) at any platform. Cuz It may not matter much, but It brings the Vibe as I use to implement your knowledge while watching your Video. Thank You.
The dataset isn't stationary in this case, but the two assets are cointegrated. Also, it's not with 100% confidence, which is why the win rate can't be 100
Hi Saleh, such a wonderful video and I love the fact that you're trying not-so-obvious strategy. I know for a fact you did your best to explain everything, however I was curious if you could recommend me a way to spot if an asset, only one, is gonna act sideways. I have coded thousands lines of code using different strategies and back tested them and they are all doing so great, on both back test and real life trading. However, when an asset goes sideways, everything gets confusing and there are many issues to address. The only way that crossed my mind in order to make sure that the moves are less likely to be sideways is to filter assets by volatility and pick high volatility and liquid ones to trade, still I do have issues when it goes sideways and it is quite annoying to be honest. Thank you in advance!
Hey man, thanks for noticing! It seems like you’ve put in the effort to understand the value of the video and the issue you explained. I totally get it; I've tried so many strategies but have never really found success in a sideways market. This strategy seems to be the best one I’ve come across-it’s given me the most progress for sideways markets, but I still can’t match the results of trend-following strategies. When it comes to trading just one asset in a sideways market, I’ve given grid trading and other mean-reversion strategies a shot, but none of them have impressed me in the long run. If I ever discover some solid ones, I’ll definitely make videos about them. And I’d appreciate it if you could update me on any progress you make with that, too!
@tam_sal80 I'm also a algo trading coder. You actually wrote my thoughts here perfectly. Range or side ways market confuses my algo. Just our of curiosity, what indicators you use to identify a trend?
Hey man, thank you. No, I don't backtest on TradingView because I find it to be inaccurate. I've come across many strategies that are supposed to be profitable, for example, on UA-cam or even in the source code of strategies shared openly on TradingView. However, when I test them with Jesse, which focuses mainly on the accuracy of backtests, I find them not to be profitable at all. I use ThreadingView for charting, which is what they are best at.
No, it's not possible with Jesse. I did some testing years ago with simple arbitrage, but I found there’s a lot of competition fighting over even small profit margins. If you want to get good results, you need to be in level B or C exchanges, which can be really risky. Plus, it doesn't scale well with larger amounts of capital. Statistical arbitrage is a totally different game. It can easily scale with larger capital sizes.
The good thing about strategy is that since you have two positions, the funding fee for one of them is usually going to be the opposite of the other one. On average, they will offset each other.
I don't expect this strategy to get a higher win rate. Usually, one position is long and the is short at the same time, which means one is typically losing. But we're supposed to make more on the winning one.
👉 If you like my work, please consider supporting me FOR FREE by using my referral links.
It's a win-win, you get free discounts and bonuses, and it helps me to develop more features and content:
👉 Apex Omni - fee discounts (My favorite):
jesse.trade/apex
👉 Gate.io - fee discounts:
jesse.trade/gate
👉 Bybit - Signup bonuses:
jesse.trade/bybit
WHAT THE HELL ARE YOU DOING. IN CRYPTO NO SUCH THING AS 2 SIDED TRADE. FUTURES IS HARAM.
it is rare to have someone as neutral and honest as you
I'm glad you discussed trading fees and realistic stuff at the end.
You know who is the happiest learning this? Brokers.
they know already for a long time
Wow, I'm blown away, this is your best video ever!
I'd love a follow up video
Thank you!
Wow, thank you! ❤️
Yes, please do a follow up video. This was really interesting.
This is so interesting, just wow 🤯
The way you can access informations between the 2 strategies is really well explained here.
Thank you for the amazing functionalities covered by your framework!
Really glad you think so and that you noticed. Thank you.
Super interesting and very clear explanation!
Glad you liked it
Oh wow! This one hits different, I need to watch this video mulitple times :D Thanks for all the helpful information, very intersting!
Thank you, yes, exactly, this one is a bit too much for one setting.
Great video that introduces yet more features of Jesse. It would be interesting to see the benefits of filters vs more complex criteria in the should_long/should_short functions.
Thanks, man! Some users on Discord are already trying it out.
explaination on point. we need more case study strategy like this brother. maybe Wd gann etc
Love the explanation. I’m currently looking to do something similar but using spot vs futures. Same principle and this will save a ton of time
Glad it was helpful!
Bro can we talk ..
I am also planning to do the same as you think.
your zscore is leaking future data. you're taking standard deviation of the whole spread data in your backtest which is wrong because future data hasnt happened yet for you to take standard deviation of.
We're talking about the Jupyter Notebooks. I mentioned it myself too later in the actual strategy. I fixed it.
Please watch the whole video.
Yes that's why it's imperative to do everything over a rolling window to prevent look ahead bias.
You fix that at 21:10, correct?
Also, I love your videos! I watch them whenever they come out and always look forward to them. Thank you for taking the time to make them and sharing them with us 😊
@saleh.m
This is next level! Thanks. I am going to study it and give it my best shot of improving this already great strategy, but that will be hard. Let's hope that we will find a way to make it profitable, because making money in every market is (almost) impossible.
Glad you liked it. Yes, I agree. It's almost impossible, which is why we should diversify using multiple strategies.
Great video!!! , love the explanation, new subscriber here.
Plese, keep going!!
Thanks for your kind words!
what about using a higher TF ? like D1 ? usually it improves the ppt (profit per trade) a little
Yes, exactly. Using a bigger timeframe is one way to lower the number of trades.
@@saleh.m loved you vid ! could you do a follow-up video with Forex pairs. They all share half the price of each other so it should be very effective. and forex spread is way cheaper than crypto
Thanks for taking us through this strategy 👏👏
My pleasure!
Great Work Saleh, I am watching you from the beginning. I just have one Question. Please Share your Cursor IDE setup(extensions, font, theme, etc.) at any platform. Cuz It may not matter much, but It brings the Vibe as I use to implement your knowledge while watching your Video.
Thank You.
Hi, I'll try to do that maybe in a separate video. I also have some huge surprises about using Jesse with AI editors such as Cursor
Accidentially found your channel.
Good stuff!
Awesome, thank you!
Thanks for sharing! Very nice job, I'll have a look into it
Thanks! I'm glad you liked.
Thank you so very much sir for your great job we need a follow up video ❤👍🙏
I appreciate your nice words and thank you for your understanding.
Why spread is different between returns?
For most datasets we analyze, I’ve always been at the conundrum of how do you determine your dataset is truly stationary?
The dataset isn't stationary in this case, but the two assets are cointegrated.
Also, it's not with 100% confidence, which is why the win rate can't be 100
Nice 👍. new year with awesome strategy
Happy new year
First time looking that this, interesting strategy. So you could set this to only do trades that show x% profit including fees/slippage?
That's the goal, but how do you define that threshold of profit with code? It may even be simple, but honestly, I have found it difficult.
Great, that seem very intriguing at a first glance!
Thanks, man! I'm glad you liked it.
Hi Saleh, such a wonderful video and I love the fact that you're trying not-so-obvious strategy. I know for a fact you did your best to explain everything, however I was curious if you could recommend me a way to spot if an asset, only one, is gonna act sideways. I have coded thousands lines of code using different strategies and back tested them and they are all doing so great, on both back test and real life trading. However, when an asset goes sideways, everything gets confusing and there are many issues to address. The only way that crossed my mind in order to make sure that the moves are less likely to be sideways is to filter assets by volatility and pick high volatility and liquid ones to trade, still I do have issues when it goes sideways and it is quite annoying to be honest. Thank you in advance!
Hey man, thanks for noticing! It seems like you’ve put in the effort to understand the value of the video and the issue you explained.
I totally get it; I've tried so many strategies but have never really found success in a sideways market. This strategy seems to be the best one I’ve come across-it’s given me the most progress for sideways markets, but I still can’t match the results of trend-following strategies.
When it comes to trading just one asset in a sideways market, I’ve given grid trading and other mean-reversion strategies a shot, but none of them have impressed me in the long run. If I ever discover some solid ones, I’ll definitely make videos about them.
And I’d appreciate it if you could update me on any progress you make with that, too!
@tam_sal80 I'm also a algo trading coder. You actually wrote my thoughts here perfectly.
Range or side ways market confuses my algo.
Just our of curiosity, what indicators you use to identify a trend?
do you have any video for new comers, how to get started with Jesse building the environment
Hey! Yeah, please check the channel. There's for example one for setting things up with Docker.
Great strategy, and set up! Is it possible to make this an indicator for Trading View? Or make a strategy to backtest it on Trading View?
Hey man, thank you.
No, I don't backtest on TradingView because I find it to be inaccurate. I've come across many strategies that are supposed to be profitable, for example, on UA-cam or even in the source code of strategies shared openly on TradingView. However, when I test them with Jesse, which focuses mainly on the accuracy of backtests, I find them not to be profitable at all.
I use ThreadingView for charting, which is what they are best at.
Great content! Congratulations!
Thanks, man!
Congratulations, awewsome video
Thanks so much!
Amazing video, thanks for sharing
Thank you too
Do you think it is possible with Jesse to test exchange arbitrage on a single coin? Could this perform better?
No, it's not possible with Jesse.
I did some testing years ago with simple arbitrage, but I found there’s a lot of competition fighting over even small profit margins. If you want to get good results, you need to be in level B or C exchanges, which can be really risky. Plus, it doesn't scale well with larger amounts of capital.
Statistical arbitrage is a totally different game. It can easily scale with larger capital sizes.
Good Educational Content
Good point to start, thanks
Thanks for noticing that!
this was eye opening
Cheers for your heardwork
Nice Strategy!
Thanks man!
Very interesting strategy, to be honest I never tried anything like that. Very interested in a follow up video including some filters.
Good Job!
Thank you so much!
Great idea!!
Glad you think so!
Any code for metatrader?
Sorry, no.
In strategy you calculate zscore on prices
Yes, that was my mistake, but I fixed it later in the video.
This was amazing.
I love your videos! ❤
awwww thanks for your kind words!
Nice strat
Thanks Saleh
Nice!
make a follow up please
Thank you
You're welcome
Great job salah
Thanks, man.
a new subscriber
Yay! Thank you!
i will start learning algo trading with you
Awesome
thanks!
has anyone understand what the guy said in the video?
one question? why dont u rich?
One ask? why don't you watch the entire video before commenting?
You also have a real time funding rate of about 0.01% which eat into your profits.
The good thing about strategy is that since you have two positions, the funding fee for one of them is usually going to be the opposite of the other one. On average, they will offset each other.
@@saleh.m Good point.
Then get a broker that doesn't charge commission and only swap
Does that exist in crypto?
Winrate is weak . Expectancy is therefore 0.03 . (%Winners X avg$won/avg$lost) - % losers
I don't expect this strategy to get a higher win rate. Usually, one position is long and the is short at the same time, which means one is typically losing. But we're supposed to make more on the winning one.
when we see net profit when do we close both the trades. Is there a threshold level
111
You are great my brother ♥️
No, YOU are!