Intraday Trading Strategy ( 15 min candlestick data )
Fresh_Entry and Position_Reversal : EMA 5 and DEMA 50 Crossover
SL_exit : Trailing stoploss in percent determined using clustering True Range values of the stock over a rolling period of last 200 days.
Forced_exit : At market_close. Set at 15:15pm.
Strategy KPIs over last 200 days. Last refreshed on ( 30th Dec 2020 )
Backtested_on : ['RELIANCE']
============================ KPIs ==========================
CAGR: 198.0 %
Max_drawdown: 5.7 %
2.75 Settled Trades per ticker per day
hit_ratio: 0.44
avg_profit: 24 points
avg_loss: 11 points
risk:reward 0.46