OPEN-SOURCE SCRIPT

Free Strategy #08 (Combo of #01 and #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.

The strategy combines the two ideas from strategy #01 and strategy #02.

Strategy #08
  • Quantity 100
  • Slippage: 2 ticks
  • Commission: 4.95 per order
  • Net Profit: 26,044.60
  • Max Drawdown: 3,947.60

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 AnalysisVolume

开源脚本

本着真正的TradingView精神,此脚本的作者已将其开源,以便交易者可以理解和验证它。向作者致敬!您可以免费使用它,但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。

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