QuantNomad - Pivot Reversal Strategy - XBTUSD - 1h

1 ביוני 2019

Pivot reversal strategy almost always works pretty good for crypto.
Here is setup with 4 left, 4 right bars for pivot points for XBTUSD 1h chart.
It shows a pretty nice performance of 350% with only 10% dd, Sharpe is 1.16.
If you're interested in using this strategy in my scripts you can find alerts for it and a version with added backtesting range.

And remember:
Past performance does not guarantee future results.

14 באוק׳ 2020

הערות שחרור

Cleaning the code