Long Only Investment Strategy, Alpha (by ChartArt)

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Here is my strategy with the working title "alpha" which works best with the published default setting on the 'S&P 500' monthly chart. The strategy is intended for investments in long-term time-frames (the current average of the default setting is a holding period of long positions of 40 months).

If you don't want to lose all your money due to some random strategy you found on the Internet, here is a warning:

All trading involves high risk; past performance is not necessarily indicative of future results. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact , if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.
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Hello. You strategy is very good. Can you open source code?
On the weekly S&P 500 index (symbol: SPX) this strategy produces the following backtest results as of October 3, 2016 with the following length settings:

length: 16
16 trades, percent profitable: 75%
profit factor: 16.9

length: 19
12 trades, percent profitable: 83%
profit factor: 37.7

length: 23
9 trades, percent profitable: 100%
(profit factor: highest)

And many other settings using different lengths are very profitable in backtesting on Tradingview, too.
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