Balance of Power Strategy by kuriosly
By kuriosly
Performance Metrics
- Author: kuriosly
- Symbol: NYSE:PINS
- Timeframe: 2 hours
- Net P&L: +21.00 USD (+0.02%)
- Win Rate: 58.5%
- Profit Factor: 7.87
- Max Drawdown: 0.82 USD (0.00%)
- Total Trades: 41
- Sharpe Ratio: −72.185
Description
Oct 21, 2019A simple variation on the balance of power idea, using a weighted moving average and a basic lookback to attempt to predict the motion in the next tick. As far as a trading pattern goes, it's performance is rather conservative, and it is rather noisy as it doesn't do a good job of preventing quick, meaningless trades. Oct 21, 2019Release NotesAdded some weighting in momentum