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HPotter
Jul 31, 2021 3:39 AM

Combo Backtest 123 Reversal & Statistical Volatility 

E-mini S&P 500 FuturesCME

Description

This is combo strategies for get a cumulative signal.

First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.

Second strategy
This indicator used to calculate the statistical volatility, sometime
called historical volatility, based on the Extreme Value Method.
Please use this link to get more information about Volatility.

WARNING:
- For purpose educate only
- This script to change bars colors.
Comments
sharaaU7
Awesome 50percent profitable trades across majority mega and large caps!! super script! Many thanks :)
HPotter
@sharaaU7, Thank you too.
Tabaza
Does it repaint? are the results 100% accurate and can be trusted?
Somnath_0206
I want to know the same, but i dont think this will repaint, i have watched one signal, refreshed and reopened page many times- signal remains same.
Zloytip
В Statistical Volatility ,Vol всегда выше TopBand LowBand ,значение 0.0005 0.00016 это дно.Это ошибка или дело в торгуемом инструменте?
OrcChieftain
I like your 123 scripts, but they all have shorttitle="Combo" which creates quite confusion when you compare them against each other.
HPotter
@greenmask9, You can change it yourself in the line 45 current script
OrcChieftain
@HPotter, I did :)
ddddd66666
你能搞出那种,利润很高的策略吗?我这边看到一个策略,利润3000%二个月时间,回撤也小。不知道是通过什么策略
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