Strategy Turtle Time Exit Donchian Trend
Strategy "Time Exit Donchian Trend"
Default Settings
Long Entry - EMA25 > EMA350 & Breakout highest20
Short Entry - EMA25 < EMA350 & Breakout lowest20
Exit - 80 days
Performance
* 25 symbols - fx(5) ,stock index(5) ,stock jp(5) ,stock usa(5) ,comodity(5)
* 12 years - 2005 - 2017
win -52.71%
risk reward ratio - 1.24
total trades - 848
ruin risk - 0%
edge / risk - 0.179
edge * trades - 152.12
Functions
Strategy
Pyramiding On/Off
Set Start and End
Default Settings
Long Entry - EMA25 > EMA350 & Breakout highest20
Short Entry - EMA25 < EMA350 & Breakout lowest20
Exit - 80 days
Performance
* 25 symbols - fx(5) ,stock index(5) ,stock jp(5) ,stock usa(5) ,comodity(5)
* 12 years - 2005 - 2017
win -52.71%
risk reward ratio - 1.24
total trades - 848
ruin risk - 0%
edge / risk - 0.179
edge * trades - 152.12
Functions
Strategy
Pyramiding On/Off
Set Start and End