EVWMA 6HR BF — Strategy by bennef
By bennef
Performance Metrics
- Author: bennef
- Symbol: BITMEX:XBTUSD
- Timeframe: 6 hours
- Net P&L: +351,460.60 USD (+3,336.53%)
- Win Rate: 31.8%
- Profit Factor: 1.833
- Max Drawdown: 51,587.68 USD (28.73%)
- Total Trades: 198
- Sharpe Ratio: 0.59
Description
Credit goes to QuantNomad for the idea behind this code. Here is the original script.This strategy simply goes long on a cross above zero of the calculated delta line and short on a cross down below zero.The delta line is calculated using 2 volume based moving averages.There is a fixed 9% stop loss but you can change this to an ATR Derived stop in the settings.