Skip to main content

HyperStra_GSN_SMAOnly Strategy: Moving Average Mathematician

Nickname: MA Math Whiz
Timeframe: 5 Minutes


1. What's This Strategy About?

HyperStra_GSN_SMAOnly is a hyper-parameterized moving average strategy. It doesn't just use one MA — it uses 7 SMAs of different periods (5, 6, 15, 50, 55, 100, 110), then runs all kinds of mathematical operations on them to find the optimal signal combo.

Plain English Analogy:

Like taking a math exam:

  • 7 MAs = 7 math problems
  • Gotta calculate the optimal answer
  • And find the best problem-solving method! 📐

2. Core Settings

Take-Profit Rule (ROI Table)

Immediate exit (0 min)     → Take 28.8% and run!
After 90 minutes → Take 10.1% and run!
After 180 minutes → Take 4.9% and run!
After 480 minutes → Break even and get out

Stop-Loss Rule

Hard stop-loss: -5%
Trailing stop: activation 0.5%, offset 1.6%

3. Entry Conditions (3 Groups of Parameters)

🎯 Group 1

  • SMA(5) / SMA(110) normalized ratio < 0.3

Group 2

  • SMA(5) / SMA(6) normalized ratio < 0.5

Group 3

  • SMA(55) / SMA(100) normalized ratio < 0.9

Plain English:

"All three math conditions must be satisfied!"


4. Exit Logic (3 Groups of Parameters)

4.1 Exit Conditions

GroupCondition
Group 1SMA(50) normalized value == 0.9
Group 2SMA(50) crosses above SMA(110)
Group 3SMA(110) crosses below SMA(5)

Plain English:

"All three conditions must be met before selling!"


5. Technical Indicators

IndicatorPeriodsPurpose
SMA5, 6, 15, 50, 55, 100, 110Multi-period MAs

6. The Strategy's "Personality"

Pros

  1. Hyper-Parameterized: Big optimization space
  2. Mathematically Rigorous: Clear logic

Cons

  1. Too Many Parameters: Intimidating for beginners
  2. Needs Hyperopt: Bad results without parameter tuning

7. When to Use It?

MarketWhat to Do
Needs optimization✅ Use it
Newcomers❌ Not for you

8. The Bottom Line

One-Line Verdict

"Trading through a math exam!"

Who's It For?

  • ✅ People who can use Hyperopt
  • ✅ Quant optimization enthusiasts

Who's It NOT For?

  • ❌ Newcomers (too many parameters)
  • ❌ People who don't want to tune parameters

9. What Markets Does This Make Money In?

Market Performance

Market TypeRating
Trending⭐⭐⭐⭐☆
Ranging⭐⭐⭐☆☆

10. Want to Run This?

Config

minimal_roi:
"0": 0.288
"90": 0.101
"180": 0.049
"480": 0

stoploss: -0.05
trailing_stop_positive: 0.005
trailing_stop_positive_offset: 0.016

11. Bonus Bits

  1. 7 SMAs: Mathematician's delight
  2. GSN: Short for Gradient Stochastic Normalization

12. ⚠️ Risk Reminder

Risk

Too many parameters = overfitting risk!

My Advice

1. Only use if you know Hyperopt
2. Small money test
3. Don't over-optimize

Remember: More parameters ≠ Better results! 🙏


Final Reminder: Small position test, survival first! 🙏