OPEN-SOURCE SCRIPT
已更新 Simple Momentum and Trend, Fixed PnL Strategy for SPY 1D [SR]
This strategy uses an ATR rule to assess momentum and a TSI rule to assess bullish or bearishness
It has a fixed stop at 50 points, and fixed take profit at 300 pips
It provides a very satisfyingly smooth equity line with a max drawdown below 5% and realized profit over 200%
This is the initial version as I work out optimizations and add plots to the chart based on the strategy's actions.
I would love to get the community's feedback and help as I'm new. Not sure how to limit the date range of the backtest to make it more realistic. I'm also not certain how to plot it best.
It has a fixed stop at 50 points, and fixed take profit at 300 pips
It provides a very satisfyingly smooth equity line with a max drawdown below 5% and realized profit over 200%
This is the initial version as I work out optimizations and add plots to the chart based on the strategy's actions.
I would love to get the community's feedback and help as I'm new. Not sure how to limit the date range of the backtest to make it more realistic. I'm also not certain how to plot it best.
發行說明
This adds my attempt to plot the calculations, if anyone has a better approach please let me know 開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。