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Negative Volume Index Backtest The theory behind the indexes is as follows: On days of increasing volume, you can expect prices to increase, and on days of decreasing volume, you can expect prices to decrease. This goes with the idea of the market being in-gear and out-of-gear. Both PVI and NVI work in similar fashions: Both are a running cumulative of values, which means you either keep adding or subtracting price rate of change each day to the previous day`s sum. In the case of PVI, if today`s volume is less than yesterday`s, don`t add anything; if today`s volume is greater, then add today`s price rate of change. For NVI, add today`s price rate of change only if today`s volume is less than yesterday`s. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.
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Free Strategy #08 (Combo of #01 and #02) (ES / SPY)This strategy was designed to be traded on daily data on the ES and SPY—the strategy was originally developed for NinjaTrader, which displays daily ES data based on RTH hours instead of 24 hours (1440 minute) like TradingView does, so we are presenting the results on the SPY until we figure out how to overcome this hurdle. The strategy combines the two ideas from strategy #01 and strategy #02 . Strategy #08 Quantity 100 Slippage: 2 ticks Commission: 4.95 per order Net Profit: 26,044.60 Max Drawdown: 3,947.60 Buy and Hold (Custom) Quantity 100 Slippage: 2 ticks Commission: 4.95 per order Entry Long: 1993-02-01 @ 43.99 Exit Long: 2017-07-28 @ 246.34 Net Profit: 20,225.10 Max Drawdown: 9,042.00
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