ES cuh — Strategy by Quant_Raphael
By Quant_Raphael
Performance Metrics
- Author: Quant_Raphael
- Symbol: AMEX:SPY
- Timeframe: 1 day
- Net P&L: +23,574,626.04 USD (+2,330.39%)
- Win Rate: 67.0%
- Profit Factor: 1.848
- Max Drawdown: 3,141,402.47 USD (26.43%)
- Total Trades: 961
Description
this strategy uses laggard rsi to compute the best parameters to go long and tp at key levels. the overall trend strength within the rsi laggard indicator is what is used to automate the calculations within the script. enjoy and paramter optimize