QuantNomad - Heikin-Ashi PSAR Strategy by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: BITTREX:ETHUSDT
- Timeframe: 2 hours
- Net P&L: +316,297.93 NONE (+288.92%)
- Win Rate: 45.2%
- Profit Factor: 1.671
- Max Drawdown: 45,901.94 NONE (28.03%)
- Total Trades: 135
- Sharpe Ratio: 0.398
Description
Aug 13, 2020Continue experimenting with different combinations of strategies.Here is the PSAR Strategy calculated based on HA candles. HA is already calculated inside the script, do not apply it to HA candles. Strategy is calculated based on 25% equity invested with 0.1% commission. ####################DisclaimerPlease remember that past performance may not be indicative of future results.Due to various factors, including changing market conditions, the strategy may no longer perform as good as in historical backtesting.This post and the script don’t provide any financial advice.Sep 1, 2020Release NotesGetting rid of barstate.isfirst variables