Trading strategy based on Volatility of the instrument
Initial version is 40.65 % profitable for XBTUSD between 01/01/2018 and 12/10/2019 with a profit factor of 1.8 and with the drawback of %20 max drawdown overall profit for the same period is 1200%
Next version will reduce the max drawdown
Initial analysis has been done by @UnknownUnicorn1795109 / @UnknownUnicorn3850151
Initial version is 40.65 % profitable for XBTUSD between 01/01/2018 and 12/10/2019 with a profit factor of 1.8 and with the drawback of %20 max drawdown overall profit for the same period is 1200%
Next version will reduce the max drawdown
Initial analysis has been done by @UnknownUnicorn1795109 / @UnknownUnicorn3850151
版本注释:
- Upgraded to V4
- Added optional momentum filter
版本注释:
- Bugfix
版本注释:
PM us to obtain access to the strategy.
- Reduced the max drawdown without reducing the number of trades
- 100+ data points between 1/1/2019 and 10/05/2020 on 1h xbtusd pair
PM us to obtain access to the strategy.