Recruitment of participants ADX Trading Strategy

Discussion in 'Amibroker' started by Dron, 25 January 2024.

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  1. Dron

    Dron Well-Known Member
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    Strategy 67: ADX Trading Strategy

    The ADX is a trend indicator, and it normally needs a helping variable. We made an ADX strategy with another variable. The strategy works for stocks, but also for bonds (but less effective).

    Performance metrics (QQQ – Nasdaq 100):

    • No. of trades: 318
    • Average unleveraged gain per trade: 0.96% (1.8% for winners and -2.2% for losers)
    • Win ratio: 80%
    • Profit factor: 2.6
    • CAGR: 13% (assuming no leverage)
    • Exposure/time in the market: 17%
    • Risk-adjusted return: 75% (CAGR divided by time spent in the market (0.16))
    • Max. drawdown: -21%
    The equity curve (log scale):

    [​IMG]