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
| Group | Condition |
|---|---|
| Group 1 | SMA(50) normalized value == 0.9 |
| Group 2 | SMA(50) crosses above SMA(110) |
| Group 3 | SMA(110) crosses below SMA(5) |
Plain English:
"All three conditions must be met before selling!"
5. Technical Indicators
| Indicator | Periods | Purpose |
|---|---|---|
| SMA | 5, 6, 15, 50, 55, 100, 110 | Multi-period MAs |
6. The Strategy's "Personality"
Pros
- Hyper-Parameterized: Big optimization space
- Mathematically Rigorous: Clear logic
Cons
- Too Many Parameters: Intimidating for beginners
- Needs Hyperopt: Bad results without parameter tuning
7. When to Use It?
| Market | What 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 Type | Rating |
|---|---|
| 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
- 7 SMAs: Mathematician's delight
- 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! 🙏