De boeken... niet gratis trouwens
Indicator
47 strategieën gebouwd op True Range. De hoogste profit factor is 11.38, van Trend Filtered Channel Breakout op USD/JPY Dagelijks.
| Strategie | PF | Trades | Winst % | Netto | Max DD |
|---|---|---|---|---|---|
| Trend Filtered Channel Breakout | 11.38 | 772 | 2.85 | 1,624,450 | -185,520 |
| Channel Break With SMA Trend | 8.83 | 933 | 4.61 | 1,652,860 | -108,020 |
| Squeeze Momentum SMA Filter | 8.53 | 193 | 4.66 | 274,600 | -59,540 |
| Triple Filter Momentum Entry | 4.26 | 893 | 3.47 | 890,480 | -114,900 |
| Buying Pressure Oscillator Long | 3.03 | 127 | 78.74 | 4,124 | -821 |
| Consensus Trend Vote Long | 2.84 | 143 | 46.15 | 21,179 | -3,078 |
| Smoothed Channel Breakout (long only) | 2.40 | 336 | 22.32 | 3,412 | -809 |
| MACD Histogram Trend Cross | 2.27 | 1,061 | 39.02 | 172,397 | -30,758 |
| Supertrend Long With Simple ATR | 2.26 | 131 | 48.09 | 15,276 | -2,884 |
| Supertrend Direction Flip Long | 2.25 | 188 | 45.74 | 18,348 | -3,031 |
| ATR Trailing Stop Crossover | 2.09 | 203 | 46.31 | 20,005 | -4,427 |
| Donchian Breakout With ATR Line Exit | 2.03 | 208 | 46.15 | 15,283 | -2,649 |
| Choppiness Filtered Trend Entry | 2.01 | 128 | 42.19 | 13,075 | -2,243 |
| Trailing Line Four Bar Hold | 1.88 | 330 | 55.45 | 410,190 | -51,430 |
| Vortex Indicator Threshold Crossover | 1.80 | 137 | 59.12 | 11,359 | -2,355 |
| ADX Filtered RSI Reversal | 1.77 | 127 | 51.18 | 2,157,810 | -495,900 |
| Channel Breakout With Volatility Stop | 1.74 | 308 | 36.04 | 1,704,300 | -231,410 |
| Ease of Movement Vortex Long | 1.71 | 265 | 53.58 | 3,825 | -563 |
| Smoothed Channel OBV Breakout | 1.69 | 453 | 26.71 | 33,143 | -7,792 |
| Squeeze Release Long | 1.67 | 305 | 42.62 | 831 | -189 |
