Ehlers Cycle Strategy by jwammo12
By jwammo12
Performance Metrics
- Author: jwammo12
- Symbol: FX:EURUSD
- Timeframe: 1 day
- Net P&L: +0.50 USD (+0.00%)
- Win Rate: 50.9%
- Profit Factor: 1.334
- Max Drawdown: 0.32 USD (0.00%)
- Total Trades: 59
- Sharpe Ratio: −5,240.629
Description
Jan 1, 2019This uses Ehlers methods to create a cycle trading strategy.It finds the dominant cycle in the market, then creates filters out noise to create an oscillator. It then creates a trigger line using momentum to predict a reversal in price. Finally, Ehlers Empirical Mode Discriminator is used to evaluate trends and eliminate trading against the trend.Shout out to HPotter, Everget, and LazyBear for implementing many of Ehlers indicators, which I sampled to create this indicator and strategy.Mar 28, 2019Release NotesFixed bug that increased position size when flipping between long and short