Vortex and RSI ts 2020 — Strategy by saucius
By saucius
Performance Metrics
- Author: saucius
- Symbol: MIL:LDO
- Timeframe: 1 minute
- Net P&L: −10,514.95 EUR (−52.57%)
- Win Rate: 8.9%
- Profit Factor: 0.076
- Max Drawdown: 10,464.96 EUR (52.46%)
- Total Trades: 101
- Sharpe Ratio: −1.194
Description
* System long only (for shares). * Enter if Vortex up crosses up vortex down and there is the classical second test of a close higher than previous' high* Exit if a) RSI crosses under 70 OR b) on the contrary, Vortex down crosses up vortex up and there is the classical second test of a close lower than previous' low* fixed money management to be optimized added.