MTF Trailing SL Strategy [QuantNomad] by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: GEMINI:BTCUSD
- Timeframe: 1 hour
- Net P&L: +186,442.91 USD (+186.44%)
- Win Rate: 40.4%
- Profit Factor: 1.528
- Max Drawdown: 56,379.91 USD (16.45%)
- Total Trades: 156
- Sharpe Ratio: 0.507
Description
Mar 24, 2020This is a Multi-Timeframe version of my Trailing SL Strategy. Few weeks ago I published Trailing SL Strategy. There I used only basic Trailing SL to enter positions. It worked pretty well so I tried to work on it a bit. I thought what if you can use the same ATR TSL on different timeframes and combine them into one signal. In this strategy you can use only ATR stops and choose 3 other higher timeframes in addition to your current timeframe. You'll see Trailing SL plotted on the chart form all these timeframes. Entry Long position if all 4 time-frames agree on long signal. Exit Long positions when at least 2 time-frames disagree on long signal. Entry to Short position if all 4 time-frames agree on Short signal. Exit from Short positions when at least 2 time-frames disagree on Short signal. Here is the link to my basic Trailing SL Strategy: Mar 25, 2020Release NotesFixed backtesting rangeApr 14, 2020Release NotesUpdated the way I get the data from Higher Timeframe