BO - RSI - M5 Backtesting — Strategy by inno14
By inno14
Performance Metrics
- Author: inno14
- Symbol: FX_IDC:EURJPY
- Timeframe: 5 minutes
- Net P&L: −0.20 JPY (0.00%)
- Win Rate: 52.0%
- Profit Factor: 0.742
- Max Drawdown: 0.48 JPY (0.00%)
- Total Trades: 25
- Sharpe Ratio: −77.656
Description
Mar 1, 2020BO - RSI - M5 Backtesting -Rule of StrategyA. Data1. Chart M5 IDC2. Symbol: EURJPYB. Indicator1. RSI2. Length: 12 (adjustable)3. Extreme Top: 75 (adjustable)4. Extreme Bottom: 25 (adjustable)C. Rule of Signal1. Put Signal* Rsi create a temporary peak over Extreme Toprow61: peak_rsi= rsi[2]>rsi[3] and rsi[1]>rsi[2] and rsi[0]rsi_top2. Call Signal* Rsi create a temporary bottom under Extreme Bottomrow62: bott_rsi= rsi[2]rsi[1] and rsi[1] 85)