EVWMA VWAP MACD Strategy [QuantNomad] by QuantNomad
By Coondawg71
Performance Metrics
- Author: Coondawg71
- Symbol: BINANCE:XRPBTC
- Timeframe: 4 hours
- Net P&L: +843,388.39 NONE (+843.67%)
- Win Rate: 41.0%
- Profit Factor: 1.981
- Max Drawdown: 146,653.76 NONE (24.11%)
- Total Trades: 244
- Sharpe Ratio: 0.292
Description
Based on comment of Coondawg71 I tried to compare VWAP and EVWMA. Both are sort of moving averages so I decided to create a MACD based on these 2 indicators. In parameters you can set EVWMA Length and 2 smoothing lengths for "macd" and "signal".Strategy seems to work pretty good at 2h-8h timeframes for crypto. What do you thing about it?