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
Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat TradingView sebenar, pencipta skrip ini telah menjadikannya sumber terbuka, jadi pedagang boleh menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupuan anda boleh menggunakan secara percuma, ingat bahawa penerbitan semula kod ini tertakluk kepada Peraturan Dalaman.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.