Combo Backtest 123 Reversal & TEMA1 — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 hour
- Net P&L: +81,950.00 USD (+81.95%)
- Win Rate: 34.7%
- Profit Factor: 1.174
- Max Drawdown: 23,500.00 USD (13.43%)
- Total Trades: 2,152
- Sharpe Ratio: 0.35
Description
Nov 23, 2021This is combo strategies for get a cumulative signal. First strategy This System was created from the Book "How I Tripled My Money In The Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies. The strategy buys at market, if close price is higher than the previous close during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50. The strategy sells at market, if close price is lower than the previous close price during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50. Second strategy This study plots the TEMA1 indicator. TEMA1 ia s triple MA (Moving Average), and is calculated as 3*MA - (3*MA(MA)) + (MA(MA(MA))) WARNING: - For purpose educate only - This script to change bars colors.Nov 27, 2021Release NotesAdded Time start backtesting