LarryWillians - Simple Strategy by lhcbenac
By lhcbenac
Performance Metrics
- Author: lhcbenac
- Symbol: BITSTAMP:BTCUSD
- Timeframe: 5 minutes
- Net P&L: +1,666.01 USD (+166.60%)
- Win Rate: 40.6%
- Profit Factor: 1.65
- Max Drawdown: 788.00 USD (34.34%)
- Total Trades: 133
- Sharpe Ratio: 0.435
Description
A simple and classic strategy on market, created by LarryWillians using a EMA9. The brute model use a Cross from closing price on EMA9. But occurs many false entries. In other to correct this kind of thing, I add a SMA21 to confirm the trend and decrease numbers of false trades. The strategy waits to break the last High (for buy) a position. As a strategy requires a Risk Mannager, I created a simple way to trailing this, as well a Take Proft and Stop Loss in %. Is not the best strategy but, is one of the most famous on financial markets. I did my adaptive version as simples as it is :)