OPEN-SOURCE SCRIPT

Alpha strategy

9 615
USE ON DAILY TIMEFRAME TO DETECT MOMO STOCKS & ETFs AND TRADE THEM
This Strategy goes long when Sharpe Ratio is > 1 and Alpha against the S&P500 is generated. It exits when conditions break away. Strategy can be adapted to run intraday, it however needs different (lower) trigger levels.

examples to try this on: GER30, NAS100, JPN225, AAPL, IBB, TSLA, etc.

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