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 image

Twiggs Money Flow

  • 14 - TP = 2.5xATR image

Vortex

  • 15 - TP = 2.5xATR image

Average Sentiment Oscillator

  • 8/2 - TP = 2.5xATR image

Doda Stochastic

  • close/7/8/9 - TP = 2.5xATR image

Prevailing Trend

  • 72/close/sma - TP = 2.5xATR image

Bulls vs Bears

  • 4/230/80 - TP = 2.5xATR image

Used 2nd Indi

SSL

Twiggs Money Flow 14 /// SSL 13

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Vortex 15 /// SSL 15

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Average Sentiment Oscillator 8/2 /// SSL 10

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Doda Stochastic close/7/8/9 /// SSL 18

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Prevailing Trend 72/close/sma /// SSL 12

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Bulls vs Bears 4/230/80 /// SSL 18

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Twiggs Money Flow

SSL 15 /// Twiggs Money Flow 10

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Vortex 15 /// Twiggs Money Flow 14

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Average Sentiment Oscillator 8/2 /// Twiggs Money Flow 6

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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

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Twiggs Money Flow 14 /// Vortex 8

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Average Sentiment Oscillator 8/2 /// Vortex 10

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Doda Stochastic close/7/8/9 /// Vortex 10

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Prevailing Trend 72/close/sma /// Vortex 6

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Bulls vs Bears 4/230/80 /// Vortex 10

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ASO

SSL 15 /// ASO 31/2

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Twiggs Money Flow 14 /// ASO 6/2

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Vortex 15 /// ASO 3/2

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Doda Stochastic close/7/8/9 /// ASO 2/2

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Prevailing Trend 72/close/sma /// ASO WORSE

Bulls vs Bears 4/230/80 /// ASO 7/2

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Doda

SSL 15 /// Doda close/5/5/9

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Twiggs Money Flow 14 /// Doda close/3/8/9

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Vortex 15 /// Doda close/2/11/9

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ASO 8/2 /// Doda close/1/9/9

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Prevailing Trend 72/close/sma /// Doda WORSE

Bulls vs Bears 4/230/80 /// Doda close/3/12/9

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Prevailing Trend

SSL 15 /// Prevailing Trend 6/close/sma

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Twiggs Money Flow 14 /// Prevailing Trend WORSE

Vortex 15 /// Prevailing Trend 6/close/sma

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ASO 8/2 /// Prevailing Trend WORSE

Doda Stochastic close/7/8/9 /// Prevailing Trend 10/close/sma

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Bulls vs Bears 4/230/80 /// Prevailing Trend 7/close/sma

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