Gann High Low Strategy by dongyun
By dongyun
Performance Metrics
- Author: dongyun
- Symbol: HUOBI:BTCUSDT
- Timeframe: 4 hours
- Net P&L: +37,787.36 NONE (+37.68%)
- Win Rate: 27.5%
- Profit Factor: 2.333
- Max Drawdown: 2,810.44 NONE (2.41%)
- Total Trades: 276
- Sharpe Ratio: 0.398
Description
Gann High Low is a moving average based trend indicator consisting of two different simple moving averages.The Gann High Low Activator Indicator was described by Robert Krausz in a 1998 issue of Stocks & Commodities Magazine. It is a simple moving average SMA of the previous n period's highs or lows.The indicator tracks both curves (of the highs and the lows). The close of the bar defines which of the two gets plotted.