Co-relation and St-deviation Strategy - BNB/USDT 15min by pcooma
By pcooma
Performance Metrics
- Author: pcooma
- Symbol: BINANCE:BNBUSDT
- Timeframe: 15 minutes
- Net P&L: +548.44 USD (+54.91%)
- Win Rate: 89.9%
- Profit Factor: 13.729
- Max Drawdown: 30.23 USD (2.30%)
- Total Trades: 179
- Sharpe Ratio: 3.633
Description
Mar 2, 2022This indicator based on statistical analysis. it uses standard deviation and its co-relation to price action to generate signals. and following indicators has been used to calculate standard deviation and its co-relation values. finally it is capable to identify market changes in bottoms to pic most suitable points.1. Parabolic SAR (parabolic stop and reverse) 2. Supertrend3. Relative strength index (RSI)4. Money flow index (MFI)5. Balance of Power6. Chande Momentum Oscillator7. Center of Gravity (COG)8. Directional Movement Index (DMI)9. Stochastic10. Symmetrically weighted moving average with fixed length11. True strength index (TSI)12. Williams %R13. Accumulation/distribution index14. Intraday Intensity Index15. Negative Volume Index16. Positive Volume Index17. On Balance Volume18. Price-Volume Trend19. True range20. Volume-weighted average price21. Williams Accumulation/Distribution22. Williams Variable Accumulation/Distribution23. Simple Moving Average24. Exponential Moving Average25. CCI (commodity channel index)26. Chop Zone27. Ease of Movement28. Detrended Price Oscillator29. Advance Decline Line30. Bull Bear PowerMar 2, 2022Release NotesClarity improvementMar 3, 2022Release NotesPerformance enhanced Mar 11, 2022Release NotesAdd Swing trading capability to the script