MACD_RSI strategy by fangdingjun
By fangdingjun
Performance Metrics
- Author: fangdingjun
- Symbol: BNC:BLX
- Timeframe: 1 week
- Net P&L: +13,757.08 NONE (+13.82%)
- Win Rate: 88.9%
- Profit Factor: 153.884
- Max Drawdown: 93.50 NONE (0.09%)
- Total Trades: 9
- Sharpe Ratio: −0.049
Description
Use three indicator to entry a position EMA (20), MACD (12, 26, 20), RSI (14) apply ema20 on rsi as signal lineEntry long when price above EMA20, MACD above signal line and RSI above signal lineEntry short when price below EMA20, MACD below signal line and RSI below signal lineStudy only, use it under your own risk.