EMA Slope Cross Trend Follower Strategy by lukescream
By lukescream
Performance Metrics
- Author: lukescream
- Symbol: BITMEX:XBTUSD
- Timeframe: 4 hours
- Net P&L: +2,768.37 USD (+276.84%)
- Win Rate: 33.7%
- Profit Factor: 1.762
- Max Drawdown: 558.47 USD (25.99%)
- Total Trades: 92
- Sharpe Ratio: 0.356
Description
This strategy uses the cross of the slopes of two EMAs having different lengths to generate trend follower signals. By default, I use 130 and 400, which behave very well.The conditions which make the strat enter the market are:- Fast Slope > Slow Slope and price > EMA 200 : go Long- Fast Slope than the signal.Enjoy it!