High Low Cloud Strategy Backtesting by inno14
By inno14
Performance Metrics
- Author: inno14
- Symbol: FX_IDC:EURUSD
- Timeframe: 30 minutes
- Net P&L: +0.08 USD (+0.00%)
- Win Rate: 72.3%
- Profit Factor: 2.086
- Max Drawdown: 0.02 USD (0.00%)
- Total Trades: 47
- Sharpe Ratio: −15,234.414
Description
High Low Cloud Strategy Backtesting: this is a breakout and reversal previous trend strategyA. Indicator: row 6 to row 171. Fast CloudUpper line = ema of High with 60 periodsLower line = ema of Low with 60 periods1. Slow CloudUpper line = ema of High with 240 periodsLower line = ema of Low with 240 periodsB. Strategy Backtesting1. Chart IDC, Time frame: M302. Long condition: row 20 to row 34a. Entry = * Upper line of Fast Cloud below Lower line of Slow Cloud* Price crossover Upper line of Slow Cloudb. Stoploss = * Price crossunder bottom of 240 periods (~ bottom of 5 days)c. Takeprofit = * Lower line of Fast Cloud above Upper line of Slow Cloud* Price crossunder Lower line of Fast Cloud3. Short condition: row 37 to row 49a. Entry = * Lower line of Fast Cloud above Upper line of Slow Cloud* Price crossunder Lower line of Slow Cloudb. Stoploss = * Price crossover peak of 240 periods (~ bottom of 5 days)c. Takeprofit = * Upper line of Fast Cloud below Lower line of Slow Cloud* Price crossover Upper line of Fast Cloud