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jroche1973
2 mag 2022 23:34

Price Spread Indicator v2 

SPDR S&P 500 ETF TRUSTArca

Descrizione

Version 2 of this script. Looks at the spread of current price to two prior MA's. Defaults to 200 and 90 however 20 and 58 provide some nice results. A -1.3% spread ratio is used to trigger alerts ie -1.3% spread on 200 and 90. This has been derived from backtesting what optimised P&L.
Ideal for investors rather than traders. Out performs simple buy and hold by 5-6 times.

Note di rilascio

Updated version of script with additional checks expanded to 18 day and 60 day MA look backs
Commenti
jroche1973
Version 3 is now available
jroche1973
For clarity, an apologies, you can ignore 72s Adaptive HMA (although it is very good). Didn't realise TV would grab everything.
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