cRSI + Waves Strategy with VWMA overlay + sessions and order qty by jadamcraig
By Dr_Roboto
Performance Metrics
- Author: Dr_Roboto
- Symbol: CME_MINI:MESM2021
- Timeframe: 3 minutes
- Net P&L: +11,727.50 USD (+11.73%)
- Win Rate: 59.4%
- Profit Factor: 2.247
- Max Drawdown: 2,717.50 USD (2.57%)
- Total Trades: 212
- Sharpe Ratio: 0.28
Description
May 7, 2021This is a fork of the cRSI + Waves Strategy with VWMA overlay strategy by Dr_Roboto, which adds two additional features, namely: the ability to limit trade signals to certain defined periods of time ("Sessions") during the trading day and, optionally, to close any open position at the end of either or both "Sessions" the ability to control the maximum order size suggested by the strategy on the "Inputs" tab of the strategy's "Settings" windowIf you are trading on a daily chart (or longer) you must disable the Limit Signals to Trading Sessions? option in order for the strategy to produce signals.All other features are identical to the original strategy (revision 2.0).May 7, 2021Release NotesUpdated copyright line.May 7, 2021Release NotesShortened strategy title.