TemaVWAPRSI Strategy by sonnyparlin
By sonnyparlin
Performance Metrics
- Author: sonnyparlin
- Symbol: BINANCE:BTCUSDT
- Timeframe: 5 minutes
- Net P&L: +6,035.05 USD (+61.45%)
- Win Rate: 91.3%
- Profit Factor: 4.759
- Max Drawdown: 883.22 USD (6.99%)
- Total Trades: 23
- Sharpe Ratio: 0.322
Description
Oct 4, 2021Exchange: KrakenTimeframe: 5mPair: ETH/USDIf you use this for any other exchange or pair, you'll have to tweak the settings, most importantly are the trailing stop ticks. This strategy is currently in what I would call beta mode. It uses the volume weighted average price indicator, rate of change, two triple exponential moving averages and the relative strength index to find buy and sell signals.Oct 6, 2021Release NotesConverted to pinescript v5Oct 11, 2021Release NotesSimplified things and fixed some unintended behavior. Configured for BTCUSD on BINANCE, 5m candles.Oct 11, 2021Release NotesStarting capitol is set to $1000. Oct 12, 2021Release NotesUpdated some initial values, added some small changes. Configured for bitcoin on binance, 5m candles.