Strategies / S56
Time Exit Momentum
Buy a 20-bar high and simply leave after ten bars.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | +224% | +602% | 0.77 | -37.8% | 47.3% | 1,099 |
| Stocks, 1d | +446% | +28K% | 0.78 | -25.3% | 55.1% | 1,966 |
| Forex, 1d | +8.2% | +3.1% | 0.13 | -9.4% | 52.2% | 724 |
| Commodities, 1d | +85.3% | +1,833% | 0.28 | -32.0% | 53.3% | 980 |
| Indices, 1d | +93.0% | +878% | 0.42 | -16.8% | 58.0% | 1,198 |
The exact rule
- Go long when close is above the 20-bar high.
- Leave after 10 bars at most.
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
This runs the same engine in your browser on the latest candles, with your own costs. Press Replay to watch every entry and exit arrive bar by bar.
Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
Bracket RSIAn RSI dip with a fixed +4% target and -2% stop.Trailing Stop TrendA 20/50 trend entry; a 3 ATR trail decides the exit.Protective StopA 20/50 cross with a 5% hard stop behind it.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.