No Nonsense NNFX VP Strategy for Back Testing Baseline | jh by jiehonglim
By jiehonglim
Performance Metrics
- Author: jiehonglim
- Symbol: OANDA:EURUSD
- Timeframe: 1 day
- Net P&L: +1,015.30 USD (+5.08%)
- Win Rate: 45.7%
- Profit Factor: 1.073
- Max Drawdown: 2,358.50 USD (11.24%)
- Total Trades: 335
- Sharpe Ratio: −0.147
Description
Aug 7, 2019Strategy for the NNFX Baseline Script - Moving AveragesDoes not enter when price is > 1 ATR away.Adapted the "Many Moving Averages" script to VP's NNFX No Nonsense Forex method.Includes: - ATR bands and labels - Price is > 1 ATR away from baseline indication Available MAs "ALMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMA", "SMMA", "HMA", "Kijun", "McGinley"Jan 10, 2020Release NotesMade changes to how ATR is calc, using RMA and displayed. Changed to white plots to gray, to be more universal across Dark and Light mode.