scalping low lag tema etal — Strategy by capam
By capam
Performance Metrics
- Author: capam
- Symbol: NYSE:PG
- Timeframe: 1 hour
- Net P&L: +60,861.21 USD (+608.61%)
- Win Rate: 96.8%
- Profit Factor: 14.636
- Max Drawdown: 650.00 USD (1.20%)
- Total Trades: 745
- Sharpe Ratio: 1.48
Description
Credit for original idea goes to 1 min forex scalping by mikegoryunovChanges include several lower lag filters (See line 3 for a list) and values for profit, loss, and trail_points (See lines 48:53)a, b, & c represent fast, medium, and slow filters. Basic idea is to monitor crossovers of the three filters to determine buy/sells. Exits occur quickly withinthe next time interval. Note that this may be used for stocks and forex. The time interval can vary widely.I have concerns about how to incorporate transaction costs with so many transactions.