CM Super Guppy ala WY Strategy by WalterYap
By WalterYap
Performance Metrics
- Author: WalterYap
- Symbol: BITFINEX:BTCUSD
- Timeframe: 1 hour
- Net P&L: −33,832.10 USD (−33.83%)
- Win Rate: 24.6%
- Profit Factor: 0.796
- Max Drawdown: 55,971.90 USD (47.19%)
- Total Trades: 260
- Sharpe Ratio: −0.342
Description
This is a work-in-progress..Created a strategy from CM Super Guppy by FritzMurphyHave been using that script to eyeball for long positions, so I decided to transform the CM Super Guppy script into a strategy to automate long positionsThe results are kinda massacred as the Long entry and exit are somehow one bar delayed from where I want it to enter and exit, care to help improve this?After fixing the entry and exit delay..Next iterations will be to have a drop down selection for various MAsThen, to add short positionsCredits to Chris Moody and Fritz Murphy prior work on Super Guppy