Global Indices Weekly Investment Strategy

2019年11月8日

This strategy aims to provide the optimal times to buy/sell assets on a long term basis. From my testing it works best on a weekly or monthly time frame. The default values are currently set to work best on Global Indices such as the S&P 500. It is very simple in its core, it uses price historical price action to estimate where in a market cycle the asset is. Then combined with a basic Moving-Average-like baseline and long term trend oscillator to gauge direction, it attempts to find the best time to buy/sell an asset to reduce capital draw-down and maximise future profits.

Returns here are based on an account balance and trade sizes of £100,000 with no compounding. Does not take into account exchange fees - 0% commission.

Please let me know if you have found any optimal settings for a given market using this strategy; such as all commodities. Or if you have any suggestions on how the strategy could be improved in general.

2019年11月20日

版本注释

Updated to allow both Long & Short trades.

2019年11月20日

版本注释

Updated to show indicator plotting.

2019年11月25日

版本注释

Updated to improve Trend Indicator

2019年11月25日

版本注释

Updated to allow 'Price Source' and 'MA Type' changes.

2019年11月25日

版本注释

Updated to improve Short trades performance. Streamlined code.

2019年11月25日

版本注释

Updated to add optional Short Term Trend Indicator.

2019年11月25日

版本注释

Updated to improve default settings.

2019年11月26日

版本注释

Updated to improve plotting and colours.

2019年12月14日

版本注释

Updated to add percent Trailing Stop.