Aggressive Bandpass Trigger Strategy [jwammo12] by jwammo12
By jwammo12
Performance Metrics
- Author: jwammo12
- Symbol: AMEX:SPY
- Timeframe: 1 day
- Net P&L: +191.66 USD (+0.19%)
- Win Rate: 77.3%
- Profit Factor: 3.927
- Max Drawdown: 9.97 USD (0.01%)
- Total Trades: 132
- Sharpe Ratio: −81.718
Description
This strategy enters a trade on an inflection point of the lead line of the adaptive bandpass trigger oscillator, so it is an aggressive entry. It closes the trade on the reverse signal and only trades long and when price is over a long term moving average.