Strategy - Uber STC - Schaff Trend Cycle [UTS]
詳細
⋅ Backtesting of Uber STC - Schaff Trend Cycle [UTS]
Backtest with focus win/loss profitability.
Formula: profitability = win / (win+loss)
- Default equity 100k USD
- Default 2% Risk per trade
- Default currency USD
- Define backtest interval precisely by month, year, day
- LONG and SHORT positions
- Visualize SL and TP on chart
- ATR (len: 14, smooth: SMA)
- ATR based Stop-Loss, if hit trade will be closed and considered as loss
- ATR based Take-Profit, if hit trade will be closed and considered as win
- On TP or SL hit the trade is closed and marked as win/loss