Keltner bounce from border. No repaint. (by Zelibobla) — Strategy by zelibobla
By zelibobla
Performance Metrics
- Author: zelibobla
- Symbol: CME_MINI:ES1!
- Timeframe: 1 minute
- Net P&L: +2,137.50 USD (0.00%)
- Win Rate: 62.9%
- Profit Factor: 1.685
- Max Drawdown: 1,012.50 USD
- Total Trades: 143
Description
WARNING: despite of strategy doesn't use future data (not repaints) it doesn't consider broker`s commissions, which can be harmful for real life high frequency trading.Strategy works well on ES futures short bars like 1min.