AlignedMA and Cumulative HighLow Strategy by Trendoscope
By Trendoscope
Performance Metrics
- Author: Trendoscope
- Symbol: NASDAQ:RUN
- Timeframe: 1 day
- Net P&L: +3,952.86 USD (+436.59%)
- Win Rate: 50.0%
- Profit Factor: 2.435
- Max Drawdown: 831.79 USD (37.57%)
- Total Trades: 32
- Sharpe Ratio: 0.175
Description
Oct 10, 2020Combining the indicators:1. Aligned Moving Average Index : 2. Cumulative High Low Index : 3. SupertrendWorks best in long only for crypto and precious metals.My scenario is to present how much you can earn by investing 1000 for full 10 years. Hence, I am using fixed 1000 initial deposit and 100% equity per trade without any pyramiding. This allows us to compare gains to buy and hold.Oct 10, 2020Release NotesTweaks in parameter values.Note: Indices and gold does not show any trades due to lesser capital. Increase initial capital to make it work.Oct 10, 2020Release NotesAdding OCA back to avoid multiple order at a time. Add option yearly high low condition to reduce riskDec 1, 2020Release NotesAdd new date filterApr 11, 2021Release NotesRemove calc_on_order_fills to avoid lookahead warning