Hull MA of RSI Strategy by inno14
By inno14
Performance Metrics
- Author: inno14
- Symbol: BINANCE:BTCUSDT
- Timeframe: 1 hour
- Net P&L: +36,512.52 NONE (+36.51%)
- Win Rate: 63.2%
- Profit Factor: 1.694
- Max Drawdown: 4,831.39 NONE (4.13%)
- Total Trades: 456
- Sharpe Ratio: 0.815
Description
This simple strategy base on RSI value of Close Price, High Price, Low Price, Median Price and RSI value smoothed by Hull Moving Average.1. Optimize parameter on BTC H1 Binance chartRSI period: 13Hull MA period: 3Middle Channel: 55-45Overbough / Oversold: 70-302. Setup2.1 Long Condition- RSI of Close Price crossunder Overbought- Close Price lower than Median Price (HL2)- RSI of Median Price above Overbought2.2 Close Long Position- RSI of Close Price crossover Overbought (Take profit)or- RSI of Low Price crossunder upper value of Middle Channel (Stop loss)2.2 Short Condition- RSI of Close Price crossover Oversold- Close Price higher than Median Price (HL2)- RSI of Median Price below Oversold2.2 Close Long Position- RSI of Close Price crossunder Oversold (Take profit)or- RSI of High Price crossover lower value of Middle Channel (Stop loss)3. Idea- Follow strong momentum of Price to catch Flash Buy/Sell Bar in Crypto Market- RSI of High Price and Low Price help to regconize setup failure quickly.- This case study desire to find a balance of Winrate, Profit factor, Sharpe Ratio