VWAP 2nd stdev Mean Reversion Strategy by shramko82
By shramko82
Performance Metrics
- Author: shramko82
- Symbol: CME_MINI:MES1!
- Timeframe: 1 minute
- Net P&L: +547.50 USD (+0.05%)
- Win Rate: 64.2%
- Profit Factor: 1.222
- Max Drawdown: 1,062.50 USD (0.11%)
- Total Trades: 67
Description
This strategy is based on the daily WVAP 2nd dev reversion.The idea is to take a trade on the 2nd dev touch with the WVAP itself as a target.The WVAP should be flat.For daily trade only.Use for ES/MES on the 1-minute timeframe.Release NotesUpdated the starting time value.Gave VWAP a couple of hours to develop.Release NotesFew more changes