Dillon's Double VWAP Strategy by jordanfray
By jordanfray
Performance Metrics
- Author: jordanfray
- Symbol: BINANCE:BTCUSDT
- Timeframe: 15 minutes
- Net P&L: +45,371.35 USDT (+45.33%)
- Win Rate: 61.3%
- Profit Factor: 2.104
- Max Drawdown: 23,209.89 USDT (16.01%)
- Total Trades: 106
- Sharpe Ratio: 1.288
Description
May 13, 2022This is based on Dillon's double VWAP strategy. I enters when the ADX is low (aka not a trending market) and it's not close to the VWAP reset. Check it out. May 14, 2022Release NotesFixed issue where the scale was messed up. May 14, 2022Release NotesFixed input name to be more clear. May 14, 2022Release NotesChanged max bars back to 5000 for deep history testing. May 14, 2022Release NotesReorganized pine script to better group blocks of codeMay 14, 2022Release NotesUpdate the screenshot of the strategy to show examples. May 17, 2022Release NotesFixed issue where Macro EMA Filter didn't calculate every bar and therefore falsely prevented entries. May 17, 2022Release NotesChanged Limit entry look back from close to hl2 for improved profitability.May 20, 2022Release NotesAdded Laddering into the strategy. May 31, 2022Release NotesAdded new EMA distance filter. and fixed issue with trailing stop. May 31, 2022Release NotesAdding in EMA Distance Filter.May 31, 2022Release NotesUpdated default settings to use best settings fr BTC 15 minute chart.