DaysAfterCertainPercentChangev1 — Strategy by thingsofleon
By thingsofleon
Performance Metrics
- Author: thingsofleon
- Symbol: SP:SPX
- Timeframe: 1 day
- Net P&L: +58,149.41 USD (+58.15%)
- Win Rate: 57.0%
- Profit Factor: 1.091
- Max Drawdown: 240,830.89 USD (64.73%)
- Total Trades: 79
- Sharpe Ratio: −0.031
Description
This script will show you certain days that either had a gain or drop of a certain percent and highlight that day and 4 days after.The strategy is to long/short on the next day and then close the position x number of days later.Input:- Long or Short- Down Day or Up Day- Percent of Change day changed (up or down from previous input)- Number of days until you close the position