Sto2 Stochastic RSI for Bitcoin — Strategy by bennef
By bennef
Performance Metrics
- Author: bennef
- Symbol: BITMEX:XBTUSD
- Timeframe: 4 hours
- Net P&L: +13,165,316.64 USD (+132,259.68%)
- Win Rate: 44.1%
- Profit Factor: 1.484
- Max Drawdown: 2,062,964.48 USD (34.84%)
- Total Trades: 1,550
- Sharpe Ratio: 0.806
Description
Sep 24, 2019Stochastic RSI based oscillator with a Rate of Change function added to avoid sideways movements. Designed around BTC/USD but may be useful elsewhere.INSTRUCTIONSGreen = go longRed = go shortWhite = No trade zone (sideways with not much volatility)Sep 24, 2019Release NotesSmall code changes