Recruitment of participants Williams R% Swing Trade in Nasdaq

Discussion in 'Amibroker' started by Dron, 24 January 2024.

Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
2 of 20
Organizer:
Dron
10%
Settlement fee for participation:
11 USD
  1. Dron

    Dron Well-Known Member
    Staff Member Organizer

    Joined:
    14 September 2019
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    Likes Received:
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    Gender:
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    Location:
    USA
    Strategy 3: Williams R% Swing Trade in Nasdaq

    The strategy uses the famous and handy Williams %R indicator, but we added another indicator to improve it.

    Facts and figures (QQQ):
    • No. of trades: 244
    • Average gain per trade: 1.3% (2.3% for winners and -2.1% for losers)
    • Win ratio: 78%
    • Profit factor: 3.1
    • CAGR: 13.7%
    • Exposure/time in the market: 14%
    • Risk-adjusted return: 98% (CAGR divided by time spent in the market (0.14))
    • Max drawdown: -20.5%
    The equity curve (log scale) in QQQ:

    upload_2024-1-24_23-9-43.png