The Impeccable by zyberal — Strategy by zyberal
By zyberal
Performance Metrics
- Author: zyberal
- Symbol: AMEX:SPY
- Timeframe: 1 week
- Net P&L: +240.05 USD (+2.40%)
- Win Rate: 68.2%
- Profit Factor: 2.586
- Max Drawdown: 88.55 USD (0.87%)
- Total Trades: 66
- Sharpe Ratio: −2.445
Description
This strategy works differently than others, it uses the IchimokuTenkan, Kijun, and Senkou periods to compute a general sense of market trend. Then I used the MACD fast, slow, and smooth with custom inputs to compute a optimum cross for finding macro bottoms and tops for any asset. This strategy doesn't trade on weekends and does not have a set TP (take profit) for each long or short.