Binomial Strategy by pieroliviermarquis
By pieroliviermarquis
Performance Metrics
- Author: pieroliviermarquis
- Symbol: NASDAQ:QQQ
- Timeframe: 1 day
- Net P&L: +35,311.34 USD (+352.81%)
- Win Rate: 59.7%
- Profit Factor: 2.094
- Max Drawdown: 7,009.88 USD (42.47%)
- Total Trades: 144
- Sharpe Ratio: 0.112
Description
This script uses the Binomial distribution to enter trades. It calculates the cumulative distribution function for the last 20 bars, applies 2 EMAs to the CDF, and then goes long when the fast one crosses the slow one. QQQ