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Recruitment of participants IBS Swing Trade in the S&P 500

Discussion in 'Amibroker' started by Dron, 24 January 2024.

Tags:
Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
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Dron
5%
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11 USD
  • Participants of Joint purchase:
    1. marty1221;
  1. Dron

    Dron Well-Known Member
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    #1 Dron, 24 January 2024
    Last edited: 24 January 2024
    Strategy 2: IBS Swing Trade in the S&P 500

    The strategy uses the IBS indicator, but we made a small twist. We have the strategy with code for Amibroker, Tradestation, or Python.

    The strategy was our monthly Trading Edge for October 2021.

    Facts and figures (SPY):

      • No. of trades: 583
      • Average gain per trade: 0.78% (1.6% for winners and -1.7% for losers)
      • Win ratio: 74%
      • Profit factor: 2.5
      • CAGR: 15.2%
      • Exposure/time in the market: 36%
      • Risk-adjusted return: 42% (CAGR divided by time spent in the market (0.36))
      • Max drawdown: -22%
    The equity curve (log scale) in SPY:

    upload_2024-1-24_22-58-3.png
     
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