Crypto RSI with RVI Strategy by exlux
By exlux
Performance Metrics
- Author: exlux
- Symbol: BINANCE:ETHUSDT
- Timeframe: 1 hour
- Net P&L: +22,576.35 NONE (+1,660.12%)
- Win Rate: 45.8%
- Profit Factor: 3.613
- Max Drawdown: 1,593.05 NONE (14.44%)
- Total Trades: 48
- Sharpe Ratio: 0.692
Description
This is a long only strategy adapted for crypto market.Its idea is to take the most juice out of a long trend and cut the losses as soon as possible.For this , its components are RSI with a very big length - 100 or 200 preferably and RVI.Rules for entryIf RVI is in the buy zone and we have a crossover from RSI with the overbought level.Rules for exitWith change condition : If RVI is in the sell zone and we have a cross under from RSI with the oversold level.With stop loss : we have a SL based on movement in % of the price, recommendable between 5-10%.If you have any questions let me know !