Backtesting: OneNight w Moving Percentile and Weight
Keep it simple: Buy low. Sell next morning. "Low" is determined by a moving percentile of True range. Aweight is assigned to each position. The following Extensions were used during development of this trading startegy: finantic.Indicators: MovingPercentile finantic.Optimizers: SMAC Optimizer and Grid Optimizer finantic.ScoreCards: The IS/OS ScoreCard and Favourites Scorecard finantic.IndicatorSelection: Find best indicator to use as a weight
Data Range & Scale
The Web Backtester currently uses a Data Range of 10 years of daily data. We'll offer more options here in a future update.
|Metric||Strategy Results||Benchmark Results (SPY)|
|APR (Annualized % Return)||0.00%||0.00%|
|Number of Positions||0.00%||0.00%|
|Average Profit %||0.00%||0.00%|
|Average Bars Held||0.00%||0.00%|
|NSF (Non-Sufficient Funds) Position Count||0.00%||0.00%|
|Maximum Drawdown %||0.00%||0.00%|
The most recent 100 Positions out of 1,234 total are presented here.
|Symbol||Position||Quantity||Entry Date||Entry Price||Exit Date||Exit Price||Bars Held||Profit||Profit %|
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