moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add SPY backtest results for Multiple Days Up / Down strategy

Browse Source
This commit is contained in:
moshferatu 2024-09-28 06:56:35 -07:00
parent 141220a071
commit abbed69772
3 changed files with 8 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
strategies/multiple-days-up-down/README.md
View File

@ -38,4 +38,12 @@ This strategy was taken from chapter 6 of [*High Probability ETF Trading*](https
**Enable Aggressive Entries**: Whether to enable taking aggressive second entries when conditions are met. (Default: true) **Enable Aggressive Entries**: Whether to enable taking aggressive second entries when conditions are met. (Default: true)
## Backtest Results
### SPY
![SPY Analysis](https://static.moshington.com/images/strategies/multiple-days-up-down/spy-analysis.png)
![SPY Summary](https://static.moshington.com/images/strategies/multiple-days-up-down/spy-summary.png)
--- ---

BIN
strategies/multiple-days-up-down/backtest-results/spy_analysis.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 122 KiB

BIN
strategies/multiple-days-up-down/backtest-results/spy_summary.png Normal file
View File

Binary file not shown.
Side by Side

After

Width:  |  Height:  |  Size: 65 KiB