Ehlers Bandpass Filter — Strategy by OrcChieftain
By cheatcountry
Performance Metrics
- Author: cheatcountry
- Symbol: FX:EURUSD
- Timeframe: 15 minutes
- Net P&L: +4,797.92 USD (+4.80%)
- Win Rate: 51.2%
- Profit Factor: 1.082
- Max Drawdown: 4,254.50 USD (4.11%)
- Total Trades: 949
- Sharpe Ratio: 0.364
Description
This script uses cheatcountry script to determine Ehlers Bandpass Filter.Backtest offers 3 capital management tools. One that will always calculate order size as initial capital/close, one that uses the same calculation but adds or substracts profit. The last one allows you to enter manually the size you want to trade.The time-based stop will close the position after a set number of bars.