MA Candles Supertrend Strategy by Trendoscope
By Trendoscope
Performance Metrics
- Author: Trendoscope
- Symbol: NYSE:DIS
- Timeframe: 1 day
- Net P&L: +52,382.18 USD (+211.65%)
- Win Rate: 55.6%
- Profit Factor: 2.721
- Max Drawdown: 9,378.90 USD (14.16%)
- Total Trades: 18
- Sharpe Ratio: 0.156
Description
Feb 2, 2021Simple strategy which is derived by below method:1. Calculate moving average of High, Low, Open and Close and make candles of them.2. Derive supertrend on the moving average candles.3. Generate buy and sell signals based on supertrend direction combined with higher timeframe high-low conditionFeb 7, 2021Release Notes Corrected inDateRange condition. Refined entry and exit to avoid premature trade in tight conditionsOct 5, 2021Release NotesConvert to pine 5