ATR Trailing Stops Strategy by okadoke
By okadoke
Performance Metrics
- Author: okadoke
- Symbol: KRAKEN:XBTUSD
- Timeframe: 4 hours
- Net P&L: +245,335.40 USD (+247.57%)
- Win Rate: 63.2%
- Profit Factor: 3.357
- Max Drawdown: 48,790.80 USD (13.27%)
- Total Trades: 19
- Sharpe Ratio: 0.693
Description
May 9, 2018Update of Average True Range Trailing Stops Strategy by HPotter to include backtesting support Opens longs when price crosses over trailing stop line, closes when price crosses below Option to open/close shorts when longs are closed/opened Option to specify a time range to test over. For example, set Max Days Back to 360 and Min Days Back to 180 to test from 1 year ago to 6 months ago. To test the entire range of data, set both to 0.Jun 4, 2018Release NotesFixed long/short switching