Function: - Can be used to evaluate the performance of a portfolio containing 2 assets over a set time interval - Shows the % return of the portfolio over the time interval defined by the user - Includes a threshold rebalancing algorithm to show the effects that rebalancing has on the portfolio over the long term - Created to evaluate of the performance of...
Function: - Can be used to evaluate the performance of portfolios containing 2 assets over a set time interval - Created to evaluate of the performance of portfolios containing different weightings of stocks and bonds over time - Shows the % return of each portfolio over the time interval defined by the user - Capable of showing the risk adjusted % return of each...
This strategy is taken from Perry Kaufman's book "Trading System and Methods". You can enter on the direction of the candle, or opposite to it. I find that the opposite tends to yield better results in volatile assets, allowing a better reward to risk ratio. There is no stop loss in this strategy, only a fixed take profit and a time limitation.
Are you consistently beating the standard "Buy and Hold" benchmark? Check your performance against the next most common strategy: Buy at the start of the holiday season and close in the new year. By default, the strategy starts with $100,000 and risks 25% of the account on each swing trade. Commission is set to be 0.5% of each trade. You can tweak the...
A very simple, almost naive strategy, in which you buy on the lowest of the two previous candles and sell at the highest of the two previous candles. You can configure these highest and lowest lenght, in some assets two is too small of a number to make profit. You can also configure to exit the position after X, and I found that 7 (which is a week of working days)...
1. Find bar with the smallest narrow range for a chosen period. Use hvol for filter. 2. Place stop-order for long position at previous high and stop-order for short at previous low to catch breakout in any direction. 3. Take profit on the next bar.
Strategy buy when HVol above BuyBand and close position when HVol below CloseBand. Markets oscillate from periods of low volatility to high volatility and back. The author`s research indicates that after periods of extremely low volatility, volatility tends to increase and price may move sharply. This increase in volatility tends to correlate with the...