volume low standard deviation stystem — Strategy by dongyun
By dongyun
Performance Metrics
- Author: dongyun
- Symbol: HUOBI:BTCUSDT
- Timeframe: 4 hours
- Net P&L: +55,692,120.12 NONE (+54,242.25%)
- Win Rate: 36.0%
- Profit Factor: 2.583
- Max Drawdown: 4,921,790.30 NONE (19.35%)
- Total Trades: 669
- Sharpe Ratio: 1.13
Description
On the basis of moving average, add moving average and standard deviation line of volume to filter the entry and exit time.Filter entries and/or exits based on low volumeoptions = 1, no not enter on low volumeoptions = 2, exit on low volumeoptions = 3, both 1 and 2For others, please refer to the code and notes。