12. JNJ 1st 2nd Indi - idavidov13/Pine-Script GitHub Wiki
Preconditions
Testing JNJ as initial ticker.
The goal is to have an indicator with greater profit than buy and hold for the testing period (01/Jan/2019 - 01/Jan/2024). The baseline is 40k at the end (15 k profit)
Initial capital is 25k.
The risk is 2%.
Used 1st Indi Baseline
SSL
- 9/9 - TP = 2.5xATR

Twiggs Money Flow
- 12 - TP = 2.5xATR

Vortex
- 8 - TP = 2.5xATR

Average Sentiment Oscillator
- 7/2 - TP = 2.5xATR

Doda Stochastic
- close/8/9/9 - TP = 2.5xATR

Prevailing Trend
- 15/close/sma - TP = 2.5xATR

Bulls vs Bears
- 23/380/80 - TP = 2.5xATR

Used 2nd Indi
SSL
Twiggs Money Flow 12 /// SSL 5

Vortex 8 /// SSL 16

Average Sentiment Oscillator 7/2 /// SSL 22

Doda Stochastic close/8/9/9 /// SSL 3

Prevailing Trend 15/close/sma /// SSL 15

Bulls vs Bears 23/380/80 /// SSL 4

Twiggs Money Flow
SSL 9 /// Twiggs Money Flow 5

Vortex 8 /// Twiggs Money Flow 5

Average Sentiment Oscillator 7/2 /// Twiggs Money Flow WORSE
Doda Stochastic close/8/9/9 /// Twiggs Money Flow WORSE
Prevailing Trend 15/close/sma /// Twiggs Money Flow 8

Bulls vs Bears 23/380/80 /// Twiggs Money Flow WORSE
Vortex
SSL 9 /// Vortex WORSE
Twiggs Money Flow 12 /// Vortex 15

Average Sentiment Oscillator 7/2 /// Vortex WORSE
Doda Stochastic close/8/9/9 /// Vortex WORSE
Prevailing Trend 15/close/sma /// Vortex 13

Bulls vs Bears 23/380/80 /// Vortex 2

ASO
SSL 9 /// ASO 5/2

Twiggs Money Flow 12 /// ASO WORSE
Vortex 8 /// ASO 1/2

Doda Stochastic close/8/9/9 /// ASO 3/2

Prevailing Trend 15/close/sma /// ASO 1/2

Bulls vs Bears 23/380/80 /// ASO WORSE
Doda
SSL 9 /// Doda close/3/9/9

Twiggs Money Flow 12 /// Doda WORSE
Vortex 8 /// Doda close/1/13/9

ASO 7/2 /// Doda close/4/12/9

Prevailing Trend 15/close/sma /// Doda close/1/13/9

Bulls vs Bears 23/380/80 /// Doda WORSE
Prevailing Trend
SSL 9 /// Prevailing Trend 7/close/sma

Twiggs Money Flow 12 /// Prevailing Trend 7/close/sma

Vortex 8 /// Prevailing Trend 6/close/sma

ASO 7/2 /// Prevailing Trend 8/close/sma

Doda Stochastic close/8/9/9 /// Prevailing Trend 9/close/sma

Bulls vs Bears 23/380/80 /// Prevailing Trend WORSE