CamarillaStrategy -V1 - H4 and L4 breakout - exits added by cristian.d
By cristian.d
Performance Metrics
- Author: cristian.d
- Symbol: AMEX:SPY
- Timeframe: 5 minutes
- Net P&L: +13.06 USD (0.00%)
- Win Rate: 72.7%
- Profit Factor: 2.696
- Max Drawdown: 1.63 USD
- Total Trades: 77
Description
Exits added using trailing stops. 2.6 Profit Factor and 76% Profitable on SPY , 5M - I think it's a pretty good number for an automated strategy that uses Pivots. I don't think it's possible to add volume and day open price in relation to pivot levels -- that's what I do manually .. Still trying to add EMA for exits.. it will increase profitability. You can play in pinescript with trailing stops entries..