ATR with EOM and VORTEX — Strategy by SoftKill21
By SoftKill21
Performance Metrics
- Author: SoftKill21
- Symbol: BINANCE:ETHUSDTPERP
- Timeframe: 4 hours
- Net P&L: +6,417.46 NONE (+613.60%)
- Win Rate: 60.4%
- Profit Factor: 3.925
- Max Drawdown: 431.92 NONE (19.05%)
- Total Trades: 48
- Sharpe Ratio: 0.771
Description
This is a strategy, designed for long trends for stock and crypto market.Its made of ATR for volatility, EOM for volume and VORTEX for the trend direction.In this case on the ATR, I applied an EMA to check if current position is above the EMA -> bull trend, below ema -> bear trendFor EOM I am using the positive and negative value scale, if its positive we are in a bull movement, otherwise a bear movement.Lastly for VORTEX, I took the min and max, and made an average, after that I am using the average and compare it with 1 value. Above 1 -> bull, belowe 1-> bear.This strategy only goes long.If you have any questions, let me know.