Renko Level Strategy 2 by mongolor
By mongolor
Performance Metrics
- Author: mongolor
- Symbol: MOEX:SBER
- Timeframe: 1 day
- Net P&L: +3,054.93 USD (+137.16%)
- Win Rate: 44.4%
- Profit Factor: 2.582
- Max Drawdown: 869.45 USD (16.80%)
- Total Trades: 18
- Sharpe Ratio: 0.161
Description
Renko Level StrategyMain change of my previous strategy, that it look to one level of RENKO and use ATR value from each previous candle. I think it is more correct than use levels that appears in first candle of new RENKO level, cause it base on current volatility, but not on volatility that was many candles ago.