OPEN-SOURCE SCRIPT
Pivot Reversal Strategy - FIGS & DATES 2.0
Simple Pivot Reversal Strategy with some adding settings.
Date Range: To test over specific market conditions.
Initial Capitol: 10K - This is a more realistic representation of funds used this strategy (for me anyway). The default of 100K can give different results (usually better) than when using a smaller balance.
Order Size: 100% Equity - These trend following strategies typically used this way, going all in each direction.
Commission: .075% - It's always disheartening to think you've found a ridiculously good setting, and then realize you forgot to add the commission.
All of these settings can be changed, but it's easier for me (and more fool proof) to have them set as default.
Date Range: To test over specific market conditions.
Initial Capitol: 10K - This is a more realistic representation of funds used this strategy (for me anyway). The default of 100K can give different results (usually better) than when using a smaller balance.
Order Size: 100% Equity - These trend following strategies typically used this way, going all in each direction.
Commission: .075% - It's always disheartening to think you've found a ridiculously good setting, and then realize you forgot to add the commission.
All of these settings can be changed, but it's easier for me (and more fool proof) to have them set as default.
Skrip open-source
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