Crossing Moving Averages with ADX Filter) — Strategy by BangtheClose
By BangtheClose
Performance Metrics
- Author: BangtheClose
- Symbol: CBOT:ZQ1!
- Timeframe: 1 day
- Net P&L: +141,552.99 USD (+14.13%)
- Win Rate: 65.5%
- Profit Factor: 23.945
- Max Drawdown: 4,417.02 USD (0.43%)
- Total Trades: 29
Description
crossing mas with adx filter (leave it off) use for stirs (ZQ, SR3, 2-year bills, Euribor, SONIA)and FX or anything that trends20 and 120 used by medium term ctas as per Socgen 50 and 200 for long term trends