Stochastic + ATR — Strategy by laptevmaxim92
By laptevmaxim92
Performance Metrics
- Author: laptevmaxim92
- Symbol: MOEX:SBER
- Timeframe: 30 minutes
- Net P&L: +195,670.92 RUB (+200.98%)
- Win Rate: 53.0%
- Profit Factor: 2.203
- Max Drawdown: 15,085.51 RUB (7.95%)
- Total Trades: 166
- Sharpe Ratio: 0.853
Description
Stochastic oscillator with dynamic buy/sell levels. Levels calculate with volatility/averag true range. No repaint