sma dipsparity and sdv — Strategy by amd01s
By amd01s
Performance Metrics
- Author: amd01s
- Symbol: BITFLYER:FXBTCJPY
- Timeframe: 1 minute
- Net P&L: +221,129.00 JPY (+221.13%)
- Win Rate: 62.5%
- Profit Factor: 1.953
- Max Drawdown: 21,074.00 JPY (21.07%)
- Total Trades: 229
- Sharpe Ratio: 0.93
Description
Jan 30, 2020FXBTCJPY 1min contrarian script (2020/1/30)1分足の逆張りです．If you want to use other timescale, need to change disparity rate and sdv.To display disparity(sma) and standard deviation, and to draw a hline(pine function) a certain valu. And lets think. I thought disparity rate 1~1.3 or -1~-1.3 are able to use constrarian trade (and sdv>600).In bottom, disparity index is auxiliary. It is different from the multiple in the script to make the value easier to understand.Sorry if the expiration date of the script has expired.Jan 30, 2020Release Notesdisparity's multiple, length and sdv are changed.(is it Curve fitting ?)Feb 8, 2020Release Notesinput_length and timeframe changed.Mar 26, 2020Release Notes・add comment・sdv value changed・made code easier to readin addition, sorry to make a mistake title "dipsparity"→"disparity :(