vwap-ma-strategy-v0.7 by sequentialvision
By sequentialvision
Performance Metrics
- Author: sequentialvision
- Symbol: KRAKEN:ETHUSD
- Timeframe: 30 minutes
- Net P&L: −758.07 USD (−0.08%)
- Win Rate: 65.6%
- Profit Factor: 0.938
- Max Drawdown: 2,490.35 USD (0.25%)
- Total Trades: 454
- Sharpe Ratio: −4.375
Description
Sep 20, 2018This strategy was inspired by my Israeli fellow iAtiya.I love it because it's my first pine v3 script that actually works.Powerful with respect to it's simplicity.Apr 14Release NotesCustomizable simple moving average crossover/crossunder volume weighted average trading strategy. Simply define source/interval of sma. Version update from 2nd to 6th.