D_Three Ten Osc Strategy Backtest by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 day
- Net P&L: +64,437.50 USD (+65.50%)
- Win Rate: 62.6%
- Profit Factor: 1.184
- Max Drawdown: 28,687.50 USD (18.99%)
- Total Trades: 620
- Sharpe Ratio: 0.032
Description
This indicator allows the user to plot a daily 3-10 Oscillator on a Tick Bar Chart or any intraday interval. Walter Bressert's 3-10 Oscillator is a detrending oscillator derived from subtracting a 10 day moving average from a 3 day moving average. The second plot is an 16 day simple moving average of the 3-10 Oscillator. The 16 period moving average is the slow line and the 3/10 oscillator is the fast line. For more information on the 3-10 Oscillator see Walter Bressert's book "The Power of Oscillator/Cycle Combinations" You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.