Ehler's Super Smoother strategy by zoltan.dzooli.fabian
By zoltan.dzooli.fabian
Performance Metrics
- Author: zoltan.dzooli.fabian
- Symbol: OANDA:EURUSD
- Timeframe: 15 minutes
- Net P&L: +3,417.05 USD (+3.42%)
- Win Rate: 43.7%
- Profit Factor: 1.996
- Max Drawdown: 108.80 USD (0.11%)
- Total Trades: 1,554
- Sharpe Ratio: 0.652
Description
This strategy is a mean-reversal strategy based on John F. Ehlers's Super Smoother filter. I tried it on 15m timeframe with 'Recalculate After Order Filled' option checked.