Moving Average, T3 and Bollinger Strategy by Traaaderz
By Traaaderz
Performance Metrics
- Author: Traaaderz
- Symbol: CME_MINI:ES1!
- Timeframe: 1 hour
- Net P&L: +19,075.00 USD (+19.08%)
- Win Rate: 57.6%
- Profit Factor: 1.362
- Max Drawdown: 7,337.50 USD (6.44%)
- Total Trades: 165
- Sharpe Ratio: 0.297
Description
This strategy uses a SMA much like an the faster EMA in many oscillators and the T3 average of the same period as the intermediate trend. Exits are defined by encounters with the Bollinger Band. The long term trend is defined by T3 moving averages of an even longer period.