EMA_cumulativeVolume_crossover[Strategy V2] by eemani123
By eemani123
Performance Metrics
- Author: eemani123
- Symbol: AMEX:SPY
- Timeframe: 1 hour
- Net P&L: +9,080.31 USD (+90.80%)
- Win Rate: 84.0%
- Profit Factor: 3.432
- Max Drawdown: 876.50 USD (5.51%)
- Total Trades: 100
- Sharpe Ratio: 0.523
Description
This is variation of EMA_cumulativeVolume_crossover strategy.instead of cumulative volume crossover, I have added the EMA to cumulative volume of same EMA length.when EMA crossover EMACumulativeVolume , BUYwhen already in LONG position and price crossing over EMACumulativeVolume*2 (orange line in the chart) , Add more Partial Exit , when RSI 5 crossdown 90Close All when EMA cross down EMACumulativeVolumeNoteBlack Line on the chart is the historical value of EMACumulativeVolume . when EMA area is green and price touch this line closes above it , you can consider consider BUY I have tested it on SPY , QQQ and UDOW on hourly chart. EMA setting 25 is working for all of these. but SPY produces better results on EMA 35 settingwarning This strategy is published educational purposes only.