No Nonsense NNFX VP Strategy for Back Testing 3 x Indicators| jh by jiehonglim
By jiehonglim
Performance Metrics
- Author: jiehonglim
- Symbol: FX:EURUSD
- Timeframe: 1 day
- Net P&L: +1,095.30 USD (+5.48%)
- Win Rate: 61.5%
- Profit Factor: 1.492
- Max Drawdown: 614.90 USD (2.84%)
- Total Trades: 52
- Sharpe Ratio: −0.316
Description
Jul 13, 2019After testing your individual indicators, it's time to build up your algo with additional indicators and further backtest the strategy.Using SSL twice here, faster SSL for 1st confirmation, slower SSL for 2nd confirmation and TDFI for volume validation.Jul 13, 2019Release NotesAdded controls to enable/disable confirmation and volume indicators for comparisonAug 5, 2019Release NotesUpdated to version 4. Added a label at the end explaining the various shapes plotted.Most important change, ATR is correctly assigned upon confirmation signal.