FOX Strat — Strategy by Comatus
By Comatus
Performance Metrics
- Author: Comatus
- Symbol: NASDAQ:AAPL
- Timeframe: 1 day
- Win Rate: 54.7%
- Profit Factor: 1.082
Description
Modified & Codified Strategy from Youtube by TradePro: youtube.com/watch?v=7NM7bR2mL7UUses 3 EMAs and a Stoch RSI Crossover. The EMAs need to be in alignment FastEMA > MediumEMA > SlowEMA, with the Fast line of the Stoch crossing upward. The settings of my version are slightly different from the original. I'll describe the original first:EMAS: 8, 14 and 50Stochastic RSI: DefaultATR: DefaultRisk Reward: 1.5/1 (Meaning Stop is larger than the Profit Target)My version uses 10, 20 and 50 EMAs, with a 10 Length ATR. It also uses a simple Candle Pullback Structure. The R/R settings are also different.The code uses the Close by default as a conservative entry. This makes the strategy not too impressive. Toggling it to using the Intra-Bar entry looks much better. It's likely to me that entering there with the PB Structure would be feasible, but it introduces some lookahead bias in the test, which can't be accounted for. Using the Close as default seems like the more honest default, but I'd recommend checking out the Intra-Bar approach.The code also stops unrealistic trades that would be taken on GapsIt uses Zen's table for data display and allanster's Date Settings. Release NotesDefault Settings Tweak