Time contracts really shouldn't be played with randomly, and the randomness in ten minutes is too strong with too much loss. I made a quantitative model specifically for event contracts, and the manual backtesting is pretty good. There is a one-hour model. If any interested brothers are out there, I offer signals for free. You can refer to the entry points and give me feedback to help improve #事件合约 .
If event contracts are played with long-term human effort, it is inevitable to encounter emotional issues. In fact, the winning rate is quite good when played normally, but after encountering one or two point kills or making incorrect judgments, most people will be controlled by their emotions, either making random bets or doubling down, which directly breaks their normal winning rate. So I created a quantitative model to avoid emotional control through programming, and the backtested winning rate is quite good, but programmatic judgment is still not as intuitive as human judgment, so the model needs to be improved to increase the winning rate. I am now providing signals for free to everyone. Are there any brothers playing events? You can provide me with feedback for modifications.
Event contract traders can't catch instant large orders by manual monitoring, so I created a quantitative model. The core strategy is to find key support and resistance levels, capture large order signals, and assist with various indicators. The backtest win rate is decent, but I estimate it still needs modification. Are there any brothers who play events? I will provide signals for free, and you can help me observe what needs improvement and offer suggestions. I have now added various auxiliary methods, such as liquidation maps. #事件合约今晚上闭着眼赚钱
Previously posted a discussion on event contracts, and some friends had doubts, thinking this is pure gambling. That's correct; this is pure gambling. However, can we find advantageous betting opportunities in pure gambling? Today, I will share one method I use to judge event contracts. Firstly, I am not a big player. Personally, I have been a novice losing money since I first started trading. These are experiences learned through real financial losses. Since I play forex and not the cryptocurrency market, I happened to play around on the weekend and discovered this. I don't have time to look during trading days. My win rate, based on my previous posts, is about 60%.
There are basically two ways to play event contracts: one is to follow trend states, and the other is to follow oscillating states. Trend states are straightforward; you just need to buy on a pullback breakthrough. Oscillating states also have many practical methods, such as using Bollinger Bands to find short-term support and resistance. We do not need to predict how the future market will trend; we only need to look at what market state we are currently in. I have created a quantitative model that incorporates some high win-rate strategies, using AI to adjust the optimal parameters. The robot has deep learning capabilities, and after a year of backtesting, it has a win rate of 61%. The results from live testing these past few days have been good. If there are friends who play event contracts, I will provide the strategy for free; you can give me feedback to modify the model. We aim for a long-term win rate of 65%. If you have any good strategies, feel free to integrate them as well. You can contact me anytime for discussion. #事件合约
There are basically two ways to play event contracts: one is to follow trend states, and the other is to follow oscillating states. Trend states are straightforward; you just need to buy on a pullback breakthrough. Oscillating states also have many practical methods, such as using Bollinger Bands to find short-term support and resistance. We do not need to predict how the future market will trend; we only need to look at what market state we are currently in. I have created a quantitative model that incorporates some high win-rate strategies, using AI to adjust the optimal parameters. The robot has deep learning capabilities, and after a year of backtesting, it has a win rate of 61%. The results from live testing these past few days have been good. If there are friends who play event contracts, I will provide the strategy for free; you can give me feedback to modify the model. We aim for a long-term win rate of 65%. If you have any good strategies, feel free to integrate them as well. You can contact me anytime for discussion. #事件合约
Two days of live testing for the quantitative strategy, the performance is good. The strategy has a historical backtest of one year with 10,000 trades and a win rate of 61%. The backtest for one month has a win rate of 60%. Is there anyone playing events? I provide signals for free; please help me observe and give suggestions to improve the model #事件合约 .