Buy Monday, Exit Wednesday — Strategy by mihirkawatra
By mihirkawatra
Performance Metrics
- Author: mihirkawatra
- Symbol: AMEX:SPY
- Timeframe: 2 hours
- Net P&L: +23.38 USD (+0.00%)
- Win Rate: 56.9%
- Profit Factor: 1.04
- Max Drawdown: 55.96 USD (0.01%)
- Total Trades: 253
- Sharpe Ratio: −194.444
Description
Strategy to go long at end of Monday before market closes and exit before Wednesday close, or at stop loss or take profit percentages This runs strategy on entering by weekday name and also by session time. Implemented are also Take Profit and Stop Loss to exit position using custom inputs. Added stop loss and take profit plot lines