Breakout Scalper — Strategy by ParCorn
By ParCorn
Performance Metrics
- Author: ParCorn
- Symbol: AMEX:IWM
- Timeframe: 5 minutes
- Net P&L: +9.25 USD (+0.01%)
- Win Rate: 41.7%
- Profit Factor: 1.241
- Max Drawdown: 5.39 USD (0.01%)
- Total Trades: 175
- Sharpe Ratio: −59.313
Description
Jul 24, 2018first draft of a breakout scalper which uses a fast and slow windowsets up some entry stops and then a trailing exit stop. performs a manual close when going sideways.Jul 26, 2018Release Notesuses the mid-range of two time periods to capture breakouts and close with trailing stopuses a minimum cloud size to filter out periods of choppinessJul 30, 2018Release Notesadd strategy.cancel for when the buy signal expires without an entry