OPEN-SOURCE SCRIPT
Mis à jour

Composer Strategy 1 (Haggis Levered)

608
This strategy dynamically selects an asset to trade each day based on a set of predefined market conditions and technical indicators. It uses relative strength index (RSI) and moving averages to evaluate momentum and trends across multiple tickers, aiming to identify the most advantageous asset for the current market environment. By switching between leveraged ETFs, inverse funds, and defensive assets, the strategy seeks to capitalize on both bullish and bearish scenarios while mitigating risk during uncertain periods.

The approach emphasizes adaptability by monitoring key metrics like overbought or oversold signals and comparing cumulative returns and relative performance across asset classes. This flexibility allows the strategy to respond to changing market dynamics daily, aligning with short-term trends while maintaining a systematic and disciplined methodology for asset allocation.
Notes de version
Updated lookahead logic and optimized
Notes de version
  • Fixed logic - 100% match the backtest
  • Output matched rules
Notes de version
Added table location, changed allocation color, alert signal.
Notes de version
Alternate ticker to BIL added
Notes de version
Alerts now trigger after the set time in settings (EST timezone). For best results, set alerts on a lower timeframe (5-15 min) to ensure functionality.
Notes de version
small fix for alerts
Notes de version
  • Use VOX instead of XLC (see settings)
  • Some more settings

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.