Moving Average profit targets with var size — Strategy by dongyun
By dongyun
Performance Metrics
- Author: dongyun
- Symbol: HUOBI:BTCUSDT
- Timeframe: 4 hours
- Net P&L: +735,175.97 NONE (+750.00%)
- Win Rate: 34.4%
- Profit Factor: 1.828
- Max Drawdown: 187,427.45 NONE (32.37%)
- Total Trades: 195
- Sharpe Ratio: 0.421
Description
Profit target:Profit targets are those scenarios where the system expects to be greater than the actual return at the end of the transaction: they may be short-term benefits, such as a favorable price shock model.In short-term transactions, profit objectives are essential. Price fluctuations make any favorable event likely to turn around in an instant. Moreover, profit objectives are more difficult to integrate into the longer-term trading system, because they are afraid of losing larger profits at risk, so they will replace them with smaller but more frequent gains. As a follower of the trend, once you make a profit and stop earning, but the trend direction is still intact, you need to find a way to re-enter the transaction to avoid losing the rare but very large market situation.Profit target is best calculated based on price volatility (V), and the most commonly used method:For Long, the system buy point (E), needs to be multiplied by the average true volatility or annualized volatility :E+f×V.The net value multiplier f used to calculate the profit level is usually obtained through data mining.