Strong Potential Asset Strategy (EMA + EMA) by kostia.gontarev
By kostia.gontarev
Performance Metrics
- Author: kostia.gontarev
- Symbol: NASDAQ:PNQI
- Timeframe: 1 day
- Net P&L: +7,255.25 USD (+72.55%)
- Win Rate: 100.0%
- Max Drawdown: 15.00 USD (0.15%)
- Total Trades: 4
- Sharpe Ratio: 0.212
Description
During experiments with the market, I found out that simple strategy is the best solution. However, I decided to bring some of my ideas on the 2 MA strategy. - Instead of SMA - there will be 2 EMA, so the strategy will be more sensitive to the latest data;- There is an option, which regulates the difference between those 2 EMAs, this should protect us from false trend enter;- There is an option "Exit tolerance", which regulates how much could be the difference between 2 EMAs after crossover. This supposed to protect us from the false trend exit.Hope this will be helpful :)