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NotAnotherSMAOffsetStrategyModHO Strategy Analysis

1. Strategy Overview​

1.1 Positioning​

NotAnotherSMAOffsetStrategyModHO is a trend-following quantitative strategy based on MA Offset + EWO, designed for crypto markets. "ModHO" = Modified + Hull Optimization, featuring HMA and advanced order management enhancements.

Core philosophy: "Trend is king, offset is tool" — trend is the market's dominant force; price deviation from trend provides entry timing.

1.2 Features​

  • Multi-dimensional signal verification (three entry signals)
  • Dynamic parameter adjustment
  • Complete stop-loss + trailing + tiered ROI
  • Slippage protection
  • Multi-timeframe analysis (5m + 1h)

2. Technical Indicators​

2.1 MA Family​

  • EMA: base_nb_candles_buy default 10, base_nb_candles_sell default 6
  • SMA_9: Short-term trend
  • HMA_50: Mid-term trend, low lag
  • EMA_100: Long-term trend reference

2.2 EWO​

EWO = (EMA(5) - EMA(200)) / Low × 100

fast=50, slow=200. Thresholds: ewo_high=3.206, ewo_low=-10.69

2.3 RSI Multi-Period​

RSI Fast(4), Standard(14), Slow(20)

2.4 ADX​

ADX(2) + DI for trend strength and direction

3. Entry Signals​

3.1 Signal 1: Trend Confirmation (ewo1)​

RSI_fast < 35 AND Close < EMA_buy × 0.984 AND EWO > 3.206
AND RSI < 63 AND Volume > 0 AND Close < EMA_sell × 1.002

3.2 Signal 2: Bottom-Fishing (ewo2)​

RSI_fast < 35 AND Close < EMA_buy × 0.984 AND EWO < -10.69
AND Volume > 0 AND Close < EMA_sell × 1.002

4. Exit Signals​

4.1 Condition 1: Trend Continuation​

Close > SMA_9 AND Close > EMA_sell × high_offset_2 (1.0)
AND RSI > 50 AND Volume > 0 AND RSI_fast > RSI_slow

4.2 Condition 2: Trend Weakening​

Close < HMA_50 AND Close > EMA_sell × high_offset (1.002)
AND Volume > 0 AND RSI_fast > RSI_slow

4.3 Exit Confirmation​

ADX/DI filtering + HMA/EMA trend consistency + RSI momentum check

5. Risk Management​

5.1 Stop-Loss​

  • Fixed: -32%
  • Trailing: 0.75% distance, activates at 3% profit

5.2 ROI​

minimal_roi = {"0": 0.214}  # 21.4%
ignore_roi_if_buy_signal = True

5.3 Custom Stop-Loss​

Dynamic adjustment based on profit level and holding time.

5.4 Slippage Protection​

max_slippage=-2%, retries=3

6. Parameters​

ParameterDefaultRange
base_nb_candles_buy105-80
low_offset0.9840.9-0.99
ewo_high3.2062.0-12.0
ewo_low-10.69-20.0--8.0
rsi_buy6330-70
base_nb_candles_sell65-80
high_offset1.0020.95-1.1
high_offset_21.00.99-1.5

7. Pros & Cons​

Advantages​

  • Unique offset mechanism
  • Dual signal design
  • Multi-layer risk control
  • Intelligent stop-loss
  • Parameter optimizable

Limitations​

  • Wide stop-loss (-32%)
  • Complex buy conditions
  • Ranging market underperformance
  • Parameter sensitivity

8. Summary​

NotAnotherSMAOffsetStrategyModHO is a carefully designed quantitative strategy. Core idea: use price deviation from trend to find entry opportunities. Best suited for experienced traders who understand indicators and risk management. Success requires understanding principles, proper optimization, and disciplined execution.