Algokid

AK_ RSI ( 2) Strategy

AMEX:SPY   SPDR S&P 500 ETF
651 8 11
Inspired by Chris Moody CM_RSi (2) Indicator, here's the same strategy coded for back testing purposes. Have fun with it.

Algokid.
www.passivestor.com
Algyros PRO
a year ago
Thanks.

Perhaps I'm being dense, but is the CAGR of this strategy listed in the backtest?
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Algokid PRO Algyros
a year ago
that data is not provided, perhaps in future releases.
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Algyros PRO Algokid
a year ago
Thanks for the reply. The CAGR would be easy to calculate if I knew the beginning and end date of the backtest. Are these data available?
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Algokid PRO Algyros
a year ago
if you click on list of trade , you 'll see taht the first trade was on November 23rd, 1993 , and the last one closed Sept. 18, 2015
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Algyros PRO
a year ago
Also, what do the various colored arrows represent?
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Algokid PRO Algyros
a year ago
blue = long
red = short
purple = closed position
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So this strategy is using the new backtesting feature?
Would you be able to post the code?
Thanks!
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DemoZ PRO
a month ago
So you take trades at the ENTRY of a candle, correct? And is it realtime, or does it add trades later/lagged?
Thanks in advance.
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