IFTS+TS Strategy Overlay by laptevmaxim92
By laptevmaxim92
Performance Metrics
- Author: laptevmaxim92
- Symbol: MOEX:SBER
- Timeframe: 30 minutes
- Net P&L: +1,355,600.47 RUB (+1,304.10%)
- Win Rate: 53.4%
- Profit Factor: 2.353
- Max Drawdown: 236,294.55 RUB (14.45%)
- Total Trades: 305
- Sharpe Ratio: 0.89
Description
Jul 17, 2019Inverse Fisher transform on stochastic with Hull MA and Donchian Channels with oversell/overbuy levels and dynamic trailing stopOptions: Fixed trailing stopDynamic, based on ATR trailing stopRe-enter after trailing stopIncludes Hull MAHull MA filtration for re-entering after trailing stopDonchian channels, with overbuy/oversell levelsNo repaintsJul 22, 2019Release NotesAdded entry price zone, filling with TS levels, and some pine linesAdded timeframe multiplier, analogue of using anothen TF in your TF, but with no repaints. (stoch & smooth lenght multiply on difference between TF 30min and lower) Examle: at TF 30 settings are 20 and 5, at TF 15 it will be: 40 and 10.Added label with profit, taken from backtesterJul 26, 2019Release NotesAdded take profit functionFixed some bugs and errors in codeJul 29, 2019Release NotesUpdated comission valueAug 2, 2019Release Notesfixed some bugs