COT + SMI Dual Strategy (Rev/Trend) by yahelsubaru
By yahelsubaru
Performance Metrics
- Author: yahelsubaru
- Symbol: OANDA:USDCAD
- Timeframe: 4 hours
- Net P&L: −147.75 CAD (−0.15%)
- Win Rate: 39.0%
- Profit Factor: 0.537
- Max Drawdown: 155.77 CAD (0.16%)
- Total Trades: 105
Description
I use this script to test whether stochastic COT report filtering for trade direction makes a difference or not for forex. It seems it does! Feel free to test and comment. I am always happy to see to be proven wrong.