Combining Exponential And Volume Weighting Backtest — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 hour
- Net P&L: +7,462.50 USD (+7.54%)
- Win Rate: 65.4%
- Profit Factor: 1.056
- Max Drawdown: 13,625.00 USD (12.65%)
- Total Trades: 908
- Sharpe Ratio: 0.062
Description
The related article is copyrighted material from Stocks & Commodities 2009 Oct You can change long to short in the Input Settings WARNING: - For purpose educate only - This script to change bars colors.