OPEN-SOURCE SCRIPT
Gold Friday Anomaly Strategy

This script implements the "Gold Friday Anomaly Strategy," a well-known historical trading strategy that leverages the gold market's behavior from Thursday evening to Friday close. It is a backtesting-focused strategy designed to assess the historical performance of this pattern. Traders use this anomaly as it captures a recurring market tendency observed over the years.
What It Does:
Key Features:
Important Notes:
Default Settings:
What It Does:
- Entry Condition: The strategy enters a long position at the beginning of the Friday trading session (Thursday evening close) within the defined backtesting period.
- Exit Condition: Friday evening close.
- Backtesting Controls: Allows users to set custom backtesting periods to evaluate strategy performance over specific date ranges.
Key Features:
- Custom Backtest Periods: Easily configurable inputs to set the start and end date of the backtesting range.
- Fixed Slippage and Commission Settings: Ensures realistic simulation of trading conditions.
- Process Orders on Close: Backtesting is optimized by processing orders at the bar's close.
Important Notes:
- Backtesting Only: This script is intended purely for backtesting purposes. Past performance is not indicative of future results.
- Live Trading Recommendations: For live trading, it is highly recommended to use limit orders instead of market orders, especially during evening sessions, as market order slippage can be significant.
Default Settings:
- Entry size: 10% of equity per trade.
- Slippage: 1 tick.
- Commission: 0.05% per trade.
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開源腳本
本著TradingView的真正精神,此腳本的創建者將其開源,以便交易者可以查看和驗證其功能。向作者致敬!雖然您可以免費使用它,但請記住,重新發佈程式碼必須遵守我們的網站規則。
免責聲明
這些資訊和出版物並不意味著也不構成TradingView提供或認可的金融、投資、交易或其他類型的意見或建議。請在使用條款閱讀更多資訊。