EMA Envelope — Strategy by vosechu
By vosechu
Performance Metrics
- Author: vosechu
- Symbol: BITTREX:CRWBTC
- Timeframe: 15 minutes
- Net P&L: +661.98 USD (+0.66%)
- Win Rate: 56.3%
- Profit Factor: 1.978
- Max Drawdown: 732.96 USD (0.73%)
- Total Trades: 16
- Sharpe Ratio: −0.005
Description
This is an attempt to convert gunbot's SG strategy into a proper TradingView strategy. The problem is that SG Sell Level relies on % above purchase price, which we don't actually know in TradingView. So we could try to get the average of the next bar or something, which maybe this is what the Slippage setting is? I'm not sure. Anyways, using % above EMA does actually work as a strategy a bit. It's nothing like Turtle Rules by tmr0 though!Will keep working on this gradually; feedback greatly appreciated!