Linear RSI — Strategy by TradingAmmo
By TradingAmmo
Performance Metrics
- Author: TradingAmmo
- Symbol: BINANCE:BTCUSDT
- Timeframe: 4 hours
- Net P&L: +380,643.37 USD (+380.64%)
- Win Rate: 44.2%
- Profit Factor: 1.654
- Max Drawdown: 145,364.41 USD (23.31%)
- Total Trades: 77
- Sharpe Ratio: 0.263
Description
Apr 29, 2021This is an attempt to create a strategy based on the previous post. The strategy, as before, is based on the RSI, which is calculated using linear regression, but with the addition of EMA. The crossing of EMA and RSI is a buy and sell signal. There are also two functions to buy (because I haven't decided which is really better), so please use checkbox to order which one you would like to use.Jun 8, 2023Release NotesThe code has been updated