PPO Strategy by vito261
By vito261
Performance Metrics
- Author: vito261
- Symbol: BITFINEX:BTCUSD
- Timeframe: 2 hours
- Net P&L: −411.40 USD (−0.41%)
- Win Rate: 42.9%
- Profit Factor: 0.986
- Max Drawdown: 11,612.21 USD (11.60%)
- Total Trades: 170
- Sharpe Ratio: −0.168
Description
PPO strategy, similar to MACD but with percentageBuy when PPO cross over a threshold, ex 0.4 Sell when cross under ...You may use it in 2h time frame or more ... to get strong signal