Elliott strategy by eschebr001
By eschebr001
Performance Metrics
- Author: eschebr001
- Symbol: BMFBOVESPA:BOVA11
- Timeframe: 1 minute
- Net P&L: +5.34 NONE (+0.01%)
- Win Rate: 61.3%
- Profit Factor: 1.149
- Max Drawdown: 3.73 NONE (0.00%)
- Total Trades: 413
- Sharpe Ratio: −7.496
Description
It uses Elliott teory to shift two moving averages 8 positions (based on 5-3 fractal), and the crossing is close to reversions. And it keeps an eye on RSI level to be sure it is on hot level to sell/buy