HURST Channel Strategy by darbat
By darbat
Performance Metrics
- Author: darbat
- Symbol: CURRENCYCOM:US100
- Timeframe: 15 minutes
- Net P&L: +22,421.00 USD (+2.24%)
- Win Rate: 70.6%
- Profit Factor: 4.871
- Max Drawdown: 1,965.10 USD (0.20%)
- Total Trades: 109
- Sharpe Ratio: 0.302
Description
Mar 24, 2022Based on the work TJS / Trading Zoom / SvobodaStrategy based on Hurst channel with loss averaging when an open position is below 0.5 channel range.How it works:1. opens the long position when the close price crosses over the lower band (from bottom to top) 2. opens additional position (double in size) when average position price is lower than average channel value (0.5)3. closes the position when the close price crosses over the higher band (from top to bottom) Works the best on :- volatile and continuous instruments (futures) - on timeframes above 15 minutes- uptrends or consolidations- downtrends require more capital to open double positionsMar 29, 2022Release Notesadd short strategy