This is a variation of the “Price Index 6 months strategy” and it’s LONG only. The selected stock has to be a good performer in terms of Price Index value. While in the former strategy the exit was made ALWAYS after a hold period of one year, in this strategy we sell in one of the following cases:
1. Gain = 40% (or whatever value chosen)
2. Loss = 20% (or half the target gain)
3. after 6 months holding time without exiting as per points 1 or 2 (you can also use 3 months max hold time)
I’ve been using this strategy real-money with portfolios of stocks from different countries for about 5 years and a half now with a annualized return of the portfolio of about 26% (I uses a portfolio with 30 to 50 stocks).
If you select the top stocks in terms of the relative strength in their sector the annualised return is approximately 35%.
Blue skies!
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// Definizione dei parametri del codice DEFPARAM CumulateOrders = False // Posizioni cumulate disattivate p=130 out=40 // Condizioni per entrare su posizioni longs c1 = (100*(close - close[p])/close[p])>44 IF c1 and not longonmarket THEN BUY 20000 cash AT MARKET ENDIF barontrade=barindex-tradeindex // exit long position IF barontrade=130 THEN SELL AT MARKET ENDIF set target %profit out set stop %loss out/2 |
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Hello, I downloaded your strategy and I can not get it to have signals.
I work with the free PRT version, so I only have daily data.
Is it possible that I need to change the ranges of the indicators?
Hi, I am not sure the reason you have this problem. I am not familiar with the free version of PRT
ciao gabri scusa una domanda mi ptresti spiegare il codice perfavore??