Proper lookback period — Strategy by nemozny
By nemozny
Performance Metrics
- Author: nemozny
- Symbol: NYMEX:CL1!
- Timeframe: 1 day
- Net P&L: +25,410.00 USD (+27.28%)
- Win Rate: 23.5%
- Profit Factor: 0.972
- Max Drawdown: 80,240.00 USD (51.59%)
- Total Trades: 68
- Sharpe Ratio: 0.003
Description
This will allow you to enter the date when the strategy should start trading. It cancels all orders if the the current bar is older than the date you entered in the input field.Motivation: strategy(lookback) never worked for me and even if it did, it is garbage, because I want to set a date instead of number of bars. I can see on the chart clearly what period is irrelevant (in futures trading).