HYE Mean Reversion SMA [Strategy] by HYE0619
By HYE0619
Performance Metrics
- Author: HYE0619
- Symbol: BINANCE:BTCUSDT
- Timeframe: 1 day
- Net P&L: +279.51 NONE (+27.95%)
- Win Rate: 100.0%
- Max Drawdown: 0.30 NONE (0.03%)
- Total Trades: 6
- Sharpe Ratio: 0.533
Description
Jul 1, 2021An RSI filtered version of PJ Sutherland's Jaws Mean Reversion algorithm. "Long" on the close when;1-) 2 period simple moving average closes 3% or more below the 5 period simple moving average,2-) 5 period exponential average of the 2 period RSI is below 30."Exit Long" on the close when;1-) 2 period simple moving average closes above the 5 period moving average."Short" on the close when;1-) 2 period simple moving average closes 3% or more above the 5 period simple moving average,2-) 5 period exponential average of the 2 period RSI is above 70."Exit Short" on the close when;1-) 2 period simple moving average closes below the 5 period moving average.*** You can change the needed percentage for long and short trades, periods of simple moving averages and RSI levels.*** You can select the trend direction: "Long Only" , "Short Only" or "Both". Default is "Long Only".Jul 27, 2021Release NotesPlot feature has been added to follow the sma lines on the graph.