Laguerre-based RSI Backtest — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 day
- Net P&L: +89,500.00 USD (+89.50%)
- Win Rate: 64.4%
- Profit Factor: 1.379
- Max Drawdown: 34,012.50 USD (27.29%)
- Total Trades: 292
- Sharpe Ratio: 0.057
Description
This is RSI indicator which is more sesitive to price changes. It is based upon a modern math tool - Laguerre transform filter. With help of Laguerre filter one becomes able to create superior indicators using very short data lengths as well. The use of shorter data lengths means you can make the indicators more responsive to changes in the price. You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.