BB Keltner Squeeze Strategy by jimmaay
By jimmaay
Performance Metrics
- Author: jimmaay
- Symbol: NYSE:AMC
- Timeframe: 1 day
- Net P&L: −3,863.98 USD (−38.64%)
- Win Rate: 36.8%
- Profit Factor: 0.776
- Max Drawdown: 8,369.77 USD (63.32%)
- Total Trades: 57
- Sharpe Ratio: −0.068
Description
Jun 10, 2020Shows all bollinger bands (solid lines) and keltner channels (dotted line) and will go long/short when a squeeze happens between bollinger bands and keltner channel and exit the positions once there is no more momentumJun 11, 2020Release NotesAdded partials and target profitJun 11, 2020Release NotesAdd date range for strategy testing backtestingJun 13, 2020Release NotesAdded squeeze type and width ratioJun 16, 2020Release NotesAdd stop loss and a second partialJun 17, 2020Release NotesChange profit strategy to 100% of equity instead of x amount of sharesJun 17, 2020Release Notesadd trailing stop loss