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My First Script - simple yet effective I suppose

Hello,

Here is my first script. it is simple and short but it almost doubles the performance of the SPY while greatly reducing risk and drawdowns. (well at least for me it does, I am sure there are people here who would laugh at the performance of my script, but hey I do this because it is fun!)

Anyone get anything similar or better for trading the SPY? Tips?

results

3 responses

can you share the algo with the share algo function, so we can look at it? It seems to do a "double buy" in 2 occasions, but I need to look at it in more detail

I think you are right Peter. I don't know why it is doing this. Is there a line of code that will make sure it doesn't spend more cash than is in the account?

share the backtest and I can see