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Aug '24 (edited) • 💻 Coding
ES Long Kase Algo: Adding SMA Filter
Simulated parameters
- Close[O] < SMA(N)[P]
Results sorted by Total Net Profit
Where O = starting value, P = ending value, N = step
- O: 0,0,0
- P: 1,10,1
- N: 5, 200, 5
Screenshots
1) Original Algo
2) SMA rule added
3) Comparison metrics
Notes (approx)
- Total net profit: -$68k
- PNLDD: +5
- WR: +7%
- Avg Trade: +$60
- Trades: -1150
$70k net profit is a big trade off. Will test out some other filters
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ES Long Kase Algo: Adding SMA Filter
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