Derivative Based Trends — Strategy by roni511
By roni511
Performance Metrics
- Author: roni511
- Symbol: FX:USDCAD
- Timeframe: 1 hour
- Net P&L: +6.34 CAD (+0.01%)
- Win Rate: 34.2%
- Profit Factor: 1.042
- Max Drawdown: 61.15 CAD (0.06%)
- Total Trades: 313
- Sharpe Ratio: −8.904
Description
Uses a combination of moving averages to establish trends, and finite-difference derivative approximations to predict possible reversals. Seems to work best on 1 hour charts of less volatile currency pairs.