OPEN-SOURCE SCRIPT
Silver Risk Management outperformed Buy & Hold
This strategy starts from a very direct idea
Stay long silver by default
step aside when risk starts to build
and step back in when structure and macro conditions calm down
Silver can reward patience, but it also has a habit of violent flushes
That is why this model does not try to predict every move
It only tries to manage exposure when pressure becomes visible
The model uses three layers
1. Silver structure
A slow EMA helps identify broader trend damage
2. Macro pressure
US10Y stress is used as the main macro exit filter
3. Flush protection
Large downside moves and volatility shocks can trigger an exit or delay re entry
The strategy also includes its own Buy and Hold benchmark from the same start date
That keeps the comparison cleaner than relying only on TradingView’s default Buy and Hold line
With the current conservative test settings
Commission: 0.10%
Slippage: 2
Start date: 2021 01 01
Benchmark start: first available daily bar after that date
The backtest currently shows the strategy outperforming its own Buy and Hold benchmark by 147% points
Strategy return: 326%
Own Buy and Hold: 179%
Max equity drawdown: 16%
Profit factor: 3.7
Total trades: 37
The goal is not to prove that silver can be timed perfectly
The goal is to study whether silver’s violent flushes create more room for risk managed exposure than passive holding
This is a backtest and research tool
It is not a buy or sell signal
and it is not financial advice
Stay long silver by default
step aside when risk starts to build
and step back in when structure and macro conditions calm down
Silver can reward patience, but it also has a habit of violent flushes
That is why this model does not try to predict every move
It only tries to manage exposure when pressure becomes visible
The model uses three layers
1. Silver structure
A slow EMA helps identify broader trend damage
2. Macro pressure
US10Y stress is used as the main macro exit filter
3. Flush protection
Large downside moves and volatility shocks can trigger an exit or delay re entry
The strategy also includes its own Buy and Hold benchmark from the same start date
That keeps the comparison cleaner than relying only on TradingView’s default Buy and Hold line
With the current conservative test settings
Commission: 0.10%
Slippage: 2
Start date: 2021 01 01
Benchmark start: first available daily bar after that date
The backtest currently shows the strategy outperforming its own Buy and Hold benchmark by 147% points
Strategy return: 326%
Own Buy and Hold: 179%
Max equity drawdown: 16%
Profit factor: 3.7
Total trades: 37
The goal is not to prove that silver can be timed perfectly
The goal is to study whether silver’s violent flushes create more room for risk managed exposure than passive holding
This is a backtest and research tool
It is not a buy or sell signal
and it is not financial advice
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Script open-source
Nello spirito di TradingView, l'autore di questo script lo ha reso open source, in modo che i trader possano esaminarne e verificarne la funzionalità. Complimenti all'autore! Sebbene sia possibile utilizzarlo gratuitamente, ricordiamo che la ripubblicazione del codice è soggetta al nostro Regolamento.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.