P-Signal Strategy (BTCUSD Multi Frame) by Kharevsky
By Kharevsky
Performance Metrics
- Author: Kharevsky
- Symbol: BITFINEX:BTCUSD
- Timeframe: 1 day
- Net P&L: +106,101.20 USD (+107.46%)
- Win Rate: 55.8%
- Profit Factor: 2.67
- Max Drawdown: 26,788.60 USD (17.37%)
- Total Trades: 147
- Sharpe Ratio: 0.152
Description
Nov 28, 2021This is an example of constructing P-Signal strategy on a set of probability spaces. In this case, the daily weekly and monthly time frames are used. Please note that the parameters for each of the spaces (the number of bars in the gear) are different.Dec 2, 2021Release NotesFixed bug with help of varip bool declaration.