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
