MA Crossover Strategy with MA Turning Point Exits + ADX filter by sujay.paranjpe
By rthomson
Performance Metrics
- Author: rthomson
- Symbol: OANDA:DE30EUR
- Timeframe: 4 hours
- Net P&L: +68,244.33 AUD (+4,012.97%)
- Win Rate: 48.0%
- Profit Factor: 2.146
- Max Drawdown: 1,827.72 AUD (12.32%)
- Total Trades: 1,638
- Sharpe Ratio: 0.779
Description
This strategy uses rthomson's "MA Crossover Strategy with MA Turning point Exits" and combines it with ADX. This strategy filters out any entries where ADX < 20. In fact you can set the value for ADX threshold. (Generally value under 20 for ADX is considered as non trend zone)