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
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
오픈 소스 스크립트
트레이딩뷰의 진정한 정신에 따라, 이 스크립트의 작성자는 이를 오픈소스로 공개하여 트레이더들이 기능을 검토하고 검증할 수 있도록 했습니다. 작성자에게 찬사를 보냅니다! 이 코드는 무료로 사용할 수 있지만, 코드를 재게시하는 경우 하우스 룰이 적용된다는 점을 기억하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.