VWAP+15EMA with RSI — Strategy by Soeccke
By Soeccke
Performance Metrics
- Author: Soeccke
- Symbol: BINANCE:BTCUSD
- Timeframe: 1 hour
- Net P&L: +17,672.03 USD (+1,767.20%)
- Win Rate: 35.4%
- Profit Factor: 1.068
- Max Drawdown: 5,190.13 USD (301.99%)
- Total Trades: 2,430
- Sharpe Ratio: 0.524
Description
Apr 15, 2023VWAP+EMA+RSI Strategy for the group MelléCasHThis strategy will enter a long position when the closing price is above both the VWAP and the 15 EMA, and the RSI is above the specified overbought level. It will exit the position when the price falls by the specified stop loss percentage, rises by the specified take profit percentage, or when the trailing stop loss (which trails the highest price achieved after the position was entered by the specified percentage) is hit. The VWAP, EMA, and RSI indicators are also plotted on the chart for reference.Apr 15, 2023Release NotesA lot of things updated according to the original VWAP, EMA and RSI indicator. A major failure corrected at VWAP anchor