On Balance Volume Oscillator Strategy [QuantNomad] by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: BITFINEX:XRPUSD
- Timeframe: 1 hour
- Net P&L: +260,565.76 USD (+260.33%)
- Win Rate: 45.1%
- Profit Factor: 1.499
- Max Drawdown: 33,825.96 USD (15.41%)
- Total Trades: 999
- Sharpe Ratio: 0.72
Description
Looking for the way to use OBV Oscillator in a strategy.Here is my first try. I just enter to position of a cross of 2 emas based on OBV.Here is my original oscillator indicator: