polynomic_stop — Strategy by Ushel-v-telegu
By Ushel-v-telegu
Performance Metrics
- Author: Ushel-v-telegu
- Symbol: BINANCE:BNBUSDT
- Timeframe: 1 minute
- Net P&L: −189.54 NONE (−18.95%)
- Win Rate: 39.2%
- Profit Factor: 0.673
- Max Drawdown: 248.26 NONE (23.45%)
- Total Trades: 79
- Sharpe Ratio: −0.466
Description
A strategy with a trailing stop in the form of a polynomial function. The entry is made at the intersection of a simple sliding closing candle. At the moment of entering the position, it is fixed by the value of the Minimum for the period. After entering the position, a trailing stop of the form is activated: Min + D * N^a, where Min is the minimum for the period fixed at the time of entering the position, D is the decrement, N is the number of bars in the position and a is the degree of the polynomial. At the moment when the trailing stop crosses the candle closing from the bottom up , the transaction is closed. The degree of a polynomial can be taken as integers and fractional numbers