Cloud Breakout BF — Strategy by bennef
By bennef
Performance Metrics
- Author: bennef
- Symbol: QUANDL:BNC1/BLX
- Timeframe: 1 day
- Net P&L: +125,558,729.33 NONE (+1,056,434.06%)
- Win Rate: 46.7%
- Profit Factor: 19.544
- Max Drawdown: 3,120,532.20 NONE (46.74%)
- Total Trades: 30
- Sharpe Ratio: 0.216
Description
Sep 21, 2019Based on code by nathanhoffer Long signal is after a close above Kumo cloud, short signal after close below it.You can adjust stuff in the settings.Sep 21, 2019Release NotesRemoved code that wasn't used for generating signals to make for easier reading. Sep 21, 2019Release NotesSet the lines other than the cloud spans to invisible by default.Sep 21, 2019Release NotesSimplified code furtherSep 21, 2019Release NotesUpdated code to version 4. Added Stop-Loss and Take-Profit functions (defaultsettings are high to emulate no stop loss and no take profit)Sep 29, 2019Release NotesTidied up code a bit and added background colour to more easily visualise long and short signals.