OPEN-SOURCE SCRIPT

Free Strategy #02 (ES / SPY)

This strategy was designed to be traded on daily data on the ES and SPY—the strategy was originally developed for NinjaTrader, which displays daily ES data based on RTH hours instead of 24 hours (1440 minute) like TradingView does, so we are presenting the results on the SPY until we figure out how to overcome this hurdle.

Strategy #02
  • Quantity 100
  • Slippage: 2 ticks
  • Commission: 4.95 per order
  • Net Profit: 10,118.30
  • Max Drawdown: 4.037.60

Buy and Hold (Custom)
  • Quantity 100
  • Slippage: 2 ticks
  • Commission: 4.95 per order
  • Entry Long: 1993-02-01 @ 43.99
  • Exit Long: 2017-07-28 @ 246.34
  • Net Profit: 20,225.10
  • Max Drawdown: 9,042.00
ESMoving AveragesSPDR S&P 500 ETF (SPY) strategyTrend Analysis

開源腳本

在真正的TradingView精神中,這個腳本的作者以開源的方式發佈,這樣交易員可以理解和驗證它。請向作者致敬!您可以免費使用它,但在出版物中再次使用這段程式碼將受到網站規則的約束。 您可以收藏它以在圖表上使用。

想在圖表上使用此腳本?


更多:

免責聲明