Logistic strategy by pieroliviermarquis
By pieroliviermarquis
Performance Metrics
- Author: pieroliviermarquis
- Symbol: NASDAQ:QQQ
- Timeframe: 1 day
- Net P&L: +38,366.46 USD (+383.66%)
- Win Rate: 54.0%
- Profit Factor: 2.516
- Max Drawdown: 6,219.46 USD (43.84%)
- Total Trades: 100
- Sharpe Ratio: 0.111
Description
This strategy is loosely based on the logistic function. This function is often used to model population growth. I used it here to model price change using the z-score of net volume as the parameter to the exponential function.