TWAP Strategy #Marketplace

10.50% strategy
performance

9.20% buy&hold
performance

29% percentage
of winning trades

5.71 reward to
risk ratio

0.12% average
position return

-2% drawdown

A long strategy created by TrendSpider on TrendSpider. Tested at of XLE, 5 min.

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: # "Hotel"
  5min Chart(close) > 5min Time Weighted Average Price (ohlc4, 0), Previous day
  5min Chart(close) > 5min Time Weighted Average Price (ohlc4, 0), Current
  5min Time Weighted Average Price (ohlc4, 0), Current > 5min Time Weighted Average Price (ohlc4, 0), Previous day

Exit Conditions

All of the following: # "Yankee"
  5min Chart(close) < 5min Time Weighted Average Price (ohlc4, 0), Current