Moving Average Color Strategy by redlinesd
By redlinesd
Performance Metrics
- Author: redlinesd
- Symbol: AMEX:SPXS
- Timeframe: 20 minutes
- Net P&L: +1,688,124.23 USD (+1,685.50%)
- Win Rate: 39.8%
- Profit Factor: 1.326
- Max Drawdown: 397,916.75 USD (44.85%)
- Total Trades: 1,256
- Sharpe Ratio: 0.4
Description
Hello,Strategy based on scrips "Moving Average Color Direction Detection" from Dreadblitz published on Aug 9, 2019.You can chose MA type, length and reaction setting to adjust to time frame/ticker. Always seemed like RSI is ahead of actual price actionand just messing around with MA on the RSI .Couple I found:SPXS / SPXL 20M timeframe, MA 32 Reaction 2 (HullMA) 50% of equity so you dont lose everything :)UVXY / SVXY 20M MA 32 Reaction 6 (HullMA) 50% of equity so you dont lose everything :)APPLY to RSI , or any indicator really and play with Adjustments.