Oscilator candles - momentum strategy by Trendoscope
By Trendoscope
Performance Metrics
- Author: Trendoscope
- Symbol: NASDAQ:REGI
- Timeframe: 1 day
- Net P&L: +402,200.28 USD (+402.20%)
- Win Rate: 41.7%
- Profit Factor: 3.667
- Max Drawdown: 62,546.76 USD (62.55%)
- Total Trades: 24
- Sharpe Ratio: 0.123
Description
Dec 29, 2020This is momentum based strategy based on indicators published earlier:Also trying to use delayed supertrend based on steps as mentioned in the published indicator:Added option to filter trade entries based on higher timeframe pivots. But, it is not so effective and may need further optimization.Dec 30, 2020Release NotesCorrected stochastic calculation as there was a bug. Removed step trailing as it was no longer fruitful.Apr 11, 2021Release NotesRemove calc_on_order_fills