Drexel Strategy by wpatte15
By wpatte15
Performance Metrics
- Author: wpatte15
- Symbol: FX:NZDUSD
- Timeframe: 1 hour
- Net P&L: +14,495.40 USD (+1,448.96%)
- Win Rate: 73.7%
- Profit Factor: 3.663
- Max Drawdown: 632.90 USD (24.67%)
- Total Trades: 616
- Sharpe Ratio: 0.69
Description
This is my variation of the famous Drexel Strategy. I've modified a few of the things, for instance using a JMA smoothing average as well as the RSX calculation from LazyBear. This strategy does not repaint I do not think, when I called the high and low I used [1] or calculated things from open. I believe I avoided curve fitting because I get similar results across most pairs. This works best on the 1hr and below time frames. Hope you get lots of use out of it.