EMA Strat — Strategy by swagmoneytrader
By swagmoneytrader
Performance Metrics
- Author: swagmoneytrader
- Symbol: AMEX:SPY
- Timeframe: 1 day
- Net P&L: +99.43 USD (+0.10%)
- Win Rate: 34.6%
- Profit Factor: 1.202
- Max Drawdown: 57.14 USD (0.06%)
- Total Trades: 355
- Sharpe Ratio: −30.62
Description
If previous day close above EMA, enter long at open the following day. Exit long position if prices close below EMA.