TS: Fisher Transform

41.35% strategy
performance

-35.46% buy&hold
performance

40% percentage
of winning trades

1.96 reward to
risk ratio

0.51% average
position return

-29.15% drawdown

A long strategy created by Kevin Shah on TrendSpider. Tested at 1,000 candles of PD, Daily.

You can import this strategy into your TrendSpider account. Don't have TrendSpider? Create an account first, then import the strategy.

Chart type the strategy tested at: Candles. Market data: regular session. Trade by: open. Backtest results as of .

Entry Conditions

All of the following: # Fisher Trans. Long
  D Fisher Transform (9, -1.5, -0.75, 0, 0.75, 1.5), Fisher Crosses ↗ D Fisher Transform (9, -1.5, -0.75, 0, 0.75, 1.5), Trigger

Exit Conditions

All of the following: # Fisher Transform Short
  D Fisher Transform (9, -1.5, -0.75, 0, 0.75, 1.5), Fisher Crosses ↘ D Fisher Transform (9, -1.5, -0.75, 0, 0.75, 1.5), Trigger

OR ANY OF

Trailing Stop

Trailing stop at 3%.