%-[Guz] Vortex Indicator Custom — Strategy by guz12
By guz12
Performance Metrics
- Author: guz12
- Symbol: BINANCE:BNBUSDT
- Timeframe: 1 minute
- Net P&L: +87.97 NONE (+0.88%)
- Win Rate: 87.5%
- Profit Factor: 8.778
- Max Drawdown: 11.71 NONE (0.12%)
- Total Trades: 8
- Sharpe Ratio: 0.567
Description
Sep 27, 2021// [Guz] Custom Vortex Strategy (backtester)// Custom version of the Vortex indicators that adds many features:// -Triggers trades after a threshold is reached instead of the normal vortex lines cross (once the difference between the 2 lines is important enough)// -Smooths the Vortex lines with an EMA// -Adds Take Profit and Stop Loss selection// -Adds the possibility to go Long only, Short only or both of them// ! notice that it uses 10% position size and 0.04% trade fee, found on some crypto exchanges futures contracts// Allows testing leverage with position size modification (values above 100% position size, to be done with caution)// Not an investment advice Sep 27, 2021Release NotesAdded the underlay plotting of the indicator for it to be visible under the chart, 2 vortex lines + threshold line.The Long and Short opening correspond to the blue line and the red line crossing over the threshold respectively.Close with Take Profit / Stop Loss or blue line crossing red line.