PC with ATR Strategy (by Zhipengcfel) by zhipengcfel
By SumitJain
Performance Metrics
- Author: SumitJain
- Symbol: FX:SPX500
- Timeframe: 1 day
- Net P&L: +7,158.90 USD (+7.16%)
- Win Rate: 75.5%
- Profit Factor: 2.277
- Max Drawdown: 1,329.90 USD (1.32%)
- Total Trades: 106
- Sharpe Ratio: 0.182
Description
Jun 29, 2017This strategy came out with the request of SumitJain and helpful discussion with @Bonavest. The strategy link is here. prnt.sc/fpg0qmI changed a bit. DH and DL use the previous day's high and low to avoid repainting. The results are not too bad. But I still suggest not to be used for real auto trading.Jun 29, 2017Release NotesSeparate the buy and sell triggered levels, stop loss and take profit levels. Deleted contract numbers in strategy. entry function. Jun 29, 2017Release NotesOptimise parameters for SPX500 daily chart to get best results.