IFT Stochastic + Trailing Stop — Strategy by laptevmaxim92
By laptevmaxim92
Performance Metrics
- Author: laptevmaxim92
- Symbol: MOEX:SBER
- Timeframe: 30 minutes
- Net P&L: +1,355,899.62 RUB (+1,304.12%)
- Win Rate: 53.4%
- Profit Factor: 2.353
- Max Drawdown: 236,294.55 RUB (14.45%)
- Total Trades: 305
- Sharpe Ratio: 0.89
Description
Jun 28, 2019Inverse fisher transform on stochastic strategy with trailing stop. Good work on flats with mid-wave lengthJul 3, 2019Release NotesBrand new pine v4.Added dynamic trailing stop offset pips based on volatility.Added different timeframes.Added labels with text with offset pips for positions.New scale = 0 - 100Jul 29, 2019Release NotesUpdated comission value, added some faeturesAug 2, 2019Release Notesfixed some bugs