MACD Trendprediction Strategy V1 by moritz1301
By moritz1301
Performance Metrics
- Author: moritz1301
- Symbol: BINANCE:BTCEUR
- Timeframe: 1 day
- Net P&L: +30,987.16 EUR (+30.99%)
- Win Rate: 58.1%
- Profit Factor: 6.184
- Max Drawdown: 2,802.73 EUR (2.74%)
- Total Trades: 31
- Sharpe Ratio: 0.546
Description
A trend following indicator based on the MACD and EMA. In this case, signals are not generated by crossing the signal lines as with the MACD, but as soon as the distance between the signal lines increases or decreases. A profit factor of 1.6-3.5 is achieved.Ein Trendfolge-Indikator, auf der Basis des MACD und EMA. Dabei werden Signale nicht wie bei dem MACD per Kreuzung der Signallinien generiert, sondern sobald ein der Abstand der Signallinien zu oder abnimmt.