Stock trending strategy by exlux
By exlux
Performance Metrics
- Author: exlux
- Symbol: CME:SP1!
- Timeframe: 1 hour
- Net P&L: +466,690.90 USD (+46.67%)
- Win Rate: 45.0%
- Profit Factor: 1.899
- Max Drawdown: 47,988.55 USD (4.33%)
- Total Trades: 280
- Sharpe Ratio: 0.357
Description
This is a long only strategy designed maily for stock markets and futures. In general it works best with 1h, however it can be optimized with other timeframes as well.Components:VWAPMACD histogramEMA 9Rules for entryLong :For VWAP: close is above the vwap daily EMA: close is above the moving averageMACD histogram is above 0 Short:For VWAP: close is belowthe vwap daily EMA: close is below the moving averageMACD histogram is below 0 Rules for exitThis strategy does not have any risk management inside. Instead it exits whenver it receives an opposite signal form the original one used for entry.If you have any questions let me know !