Moving Average Displaced Envelope Backtest — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 hour
- Net P&L: +63,100.00 USD (+59.27%)
- Win Rate: 61.3%
- Profit Factor: 1.582
- Max Drawdown: 18,925.00 USD (18.14%)
- Total Trades: 62
- Sharpe Ratio: 0.245
Description
Moving Average Displaced Envelope. These envelopes are calculated by multiplying percentage factors with their displaced expotential moving average (EMA) core. How To Trade Using: Adjust the envelopes percentage factors to control the quantity and quality of the signals. If a previous high goes above the envelope a sell signal is generated. Conversely, if the previous low goes below the envelope a buy signal is given. WARNING: - For purpose educate only - This script to change bars colors.