13. SPY 1st 2nd Indi - idavidov13/Pine-Script GitHub Wiki
Preconditions
Testing SPY 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
- 15/15 - TP = 2.5xATR
Twiggs Money Flow
- 14 - TP = 2.5xATR
Vortex
- 15 - TP = 2.5xATR
Average Sentiment Oscillator
- 8/2 - TP = 2.5xATR
Doda Stochastic
- close/7/8/9 - TP = 2.5xATR
Prevailing Trend
- 72/close/sma - TP = 2.5xATR
Bulls vs Bears
- 4/230/80 - TP = 2.5xATR
Used 2nd Indi
SSL
Twiggs Money Flow 14 /// SSL 13
Vortex 15 /// SSL 15
Average Sentiment Oscillator 8/2 /// SSL 10
Doda Stochastic close/7/8/9 /// SSL 18
Prevailing Trend 72/close/sma /// SSL 12
Bulls vs Bears 4/230/80 /// SSL 18
Twiggs Money Flow
SSL 15 /// Twiggs Money Flow 10
Vortex 15 /// Twiggs Money Flow 14
Average Sentiment Oscillator 8/2 /// Twiggs Money Flow 6
Doda Stochastic close/7/8/9 /// Twiggs Money Flow WORSE
Prevailing Trend 72/close/sma /// Twiggs Money Flow WORSE
Bulls vs Bears 4/230/80 /// Twiggs Money Flow WORSE
Vortex
SSL 15 /// Vortex 11
Twiggs Money Flow 14 /// Vortex 8
Average Sentiment Oscillator 8/2 /// Vortex 10
Doda Stochastic close/7/8/9 /// Vortex 10
Prevailing Trend 72/close/sma /// Vortex 6
Bulls vs Bears 4/230/80 /// Vortex 10
ASO
SSL 15 /// ASO 31/2
Twiggs Money Flow 14 /// ASO 6/2
Vortex 15 /// ASO 3/2
Doda Stochastic close/7/8/9 /// ASO 2/2
Prevailing Trend 72/close/sma /// ASO WORSE
Bulls vs Bears 4/230/80 /// ASO 7/2
Doda
SSL 15 /// Doda close/5/5/9
Twiggs Money Flow 14 /// Doda close/3/8/9
Vortex 15 /// Doda close/2/11/9
ASO 8/2 /// Doda close/1/9/9
Prevailing Trend 72/close/sma /// Doda WORSE
Bulls vs Bears 4/230/80 /// Doda close/3/12/9
Prevailing Trend
SSL 15 /// Prevailing Trend 6/close/sma
Twiggs Money Flow 14 /// Prevailing Trend WORSE
Vortex 15 /// Prevailing Trend 6/close/sma
ASO 8/2 /// Prevailing Trend WORSE
Doda Stochastic close/7/8/9 /// Prevailing Trend 10/close/sma
Bulls vs Bears 4/230/80 /// Prevailing Trend 7/close/sma