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Relative Volatility Index Long Strategy

744% strategy
performance
998% buy&hold
performance
58% percentage
of winning trades
1.39 reward to
risk ratio
1.80% average
position return
-33.70% drawdown

A long strategy created by TrendSpider on TrendSpider. Tested at of TSLA, 65 min.

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

Entry Conditions

All of the following: # "Bravo"
  65min Relative Volatility Index (10, 14, 80, 20, close) (1 candles ago) < 50
  65min Relative Volatility Index (10, 14, 80, 20, close) > 50
  65min Exponential Moving Average (8, 0, close) > 65min Exponential Moving Average (50, 0, close)

Exit Conditions

Any of the following: # "Echo"
  65min Relative Volatility Index (10, 14, 80, 20, close) > 70
  65min Relative Volatility Index (10, 14, 80, 20, close) < 30
OR ANY OF
Stop Loss Exit if lost more than 5%.