EVWBB Strategy [QuantNomad] by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: FX:NZDCAD
- Timeframe: 1 day
- Net P&L: −0.25 CAD (0.00%)
- Win Rate: 29.7%
- Profit Factor: 0.681
- Max Drawdown: 0.25 CAD (0.00%)
- Total Trades: 101
- Sharpe Ratio: −10,325.45
Description
Dec 8, 2019It's my new strategy using EVWMA (Elastic Volume Weighted Moving Average). Now I created a Bollinger Bands strategy where basis level is EVWMA. It looks pretty interesting but you have to be careful with the entries/exits on the same bar, I'm using stop orders, so on big moves it happens pretty often. In the next version, I will try to eliminate these issues. Entry for this strategy happens when price crossover upper for long and lower for short. I exit both short and long on basis level. Apr 27, 2020Release NotesFixed bug for missing data