IFR2 - RSI2 — Strategy by jocker.soad
By jocker.soad
Performance Metrics
- Author: jocker.soad
- Symbol: BMFBOVESPA:TAEE11
- Timeframe: 1 day
- Net P&L: +1,730.00 NONE (+17.30%)
- Win Rate: 74.4%
- Profit Factor: 4.516
- Max Drawdown: 150.00 NONE (1.33%)
- Total Trades: 39
- Sharpe Ratio: 0.432
Description
When the price is over the EMA and RSI 2 is less then 25 so an open order is going to be made and the strike is the high of the antepenultimate price