Uses a Parabolic SAR indicator to trade when SAR trend reverses.
- Tends to generate earlier signals than EMA-based strategies, resulting in better capture of highs and lows, and better protection against quick price drops.
- Does not perform well in sideways (non-trending) markets, generating more whipsaws than EMA-based strategies.
- Most effective with short period (default is 2m), which means it generates 50-100 trades/day, so only usable on GDAX (with 0% maker fee) at the moment.
- Tested live, results here