hullma percentage lines — Strategy by tucomprend
By tucomprend
Performance Metrics
- Author: tucomprend
- Symbol: EURONEXT:URW
- Timeframe: 1 day
- Net P&L: +251.34 EUR (+0.25%)
- Win Rate: 66.8%
- Profit Factor: 1.72
- Max Drawdown: 87.30 EUR (0.09%)
- Total Trades: 226
- Sharpe Ratio: −29.543
Description
What you see is a hullMA (user defined length) with 4 percentage bands attached to it. The bands percentage and hullMA length can be adjusted to see how the trading strategy performs.I implemented only long trades with a crossover from one of the lower bands, when it crosses over a high bandit exits the trade. Improvement coulde be:-more percentage bands-short trades -trades between bands Enjoy:)