MA Turning Point Strategy by rthomson
By rthomson
Performance Metrics
- Author: rthomson
- Symbol: 0.2*BITSTAMP:BTCUSD+0.2*COINBASE:BTCUSD+0.2*GEMINI:BTCUSD+0.2*KRAKEN:XBTUSD+0.2*BITFINEX:BTCUSD
- Timeframe: 12 hours
- Net P&L: +57,954.05 USD (+57.93%)
- Win Rate: 73.6%
- Profit Factor: 61.932
- Max Drawdown: 173.37 USD (0.13%)
- Total Trades: 182
- Sharpe Ratio: 0.491
Description
Jul 1, 2018Strategy based on going long on bottom turning point of a user-definable MA, and short at the top turning point. Can set any length of MA, and choose between SMA or EMA.Sep 16, 2018Release NotesAdds colour change of the MA after each turning point and adds more MA types, like HMA, VWMA, LSMA