volume high standard deviation stystem — Strategy by dongyun
By dongyun
Performance Metrics
- Author: dongyun
- Symbol: HUOBI:BTCUSDT
- Timeframe: 4 hours
- Net P&L: +11,203,772.21 NONE (+10,825.56%)
- Win Rate: 40.2%
- Profit Factor: 1.534
- Max Drawdown: 1,905,625.08 NONE (33.45%)
- Total Trades: 819
- Sharpe Ratio: 0.85
Description
On the basis of moving average, add moving average and standard deviation line of volume to filter the entry and exit time.Do not enter trades on high volume and price in trend direction.Exit on high volume and price in profitable direction.Option 0 = No entry or exit filterOption 1 = Entry filter onlyOption 2 = Exit filter onlyOption 3 = Both entry and exit filters