ALGO 3h, 1h, 2h — Strategy by vswab5
By vswab5
Performance Metrics
- Author: vswab5
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 1 day
- Net P&L: +149,810,754.39 USD (+112,554.06%)
- Win Rate: 39.7%
- Profit Factor: 1.747
- Max Drawdown: 36,517,846.54 USD (72.58%)
- Total Trades: 224
- Sharpe Ratio: 0.25
Description
This script tracks the crossing of the 10EMA on the 3h timeframe and the 200EMA on the 1h timeframe to open LONGS and SHORTS. Whether those LONGS or SHORTS actually trigger is based on the first 2 EMA's position in relation to a 3rd "controller" EMA.