Chandelier + BB + EMAS — Strategy by juanchez
By juanchez
Performance Metrics
- Author: juanchez
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 5 minutes
- Net P&L: +4.90 USD (+0.49%)
- Win Rate: 38.3%
- Profit Factor: 1.334
- Max Drawdown: 4.67 USD (0.46%)
- Total Trades: 60
- Sharpe Ratio: 0.138
Description
Jun 22, 2021In this strategy I am using the Emas and bollinger bands' width to determine the entry conditions:Objetive of emas: Determine the current market trend BB: Avoid low volatility market periods Chandelier: Exit trades Long Condition:Once the fast moving average turns above the slow ma is first signalEntry into the trade if the width crosses above the threshold set up by the userShort condition: Exact opposite to long conditionCurrent idea is using an suppose capital of 1000 USD and paying commissions of 0.2%. Educational purposes only at the time. Jun 22, 2021Release NotesTitles added, colors changed