RPPI Futures & Indices Strategy Tester [SS Premium]

1 de fev. de 2024

Hello everyone,

As promised, here is the strategy companion to the RPPI Futures & Indicies Indicator.

It contains all of the models of the RPPI but the functionality is all about back-testing the strategy. As such, you cannot use this to run probabilities, run autoregression assessments, or do any of the advanced RPPI features, this is solely to allow you to develop and implement a sustainable strategy in your trading using the RPI.

When you launch the indicator, in the settings menu, you will see toggles to customize the strategy you would like to apply:




You can customize your short and long entries and your short and long exits and then review the backtest results of these various combinations.

From there, you can open up tradingview's strategy tester to see the immediate success of the strategy. If you want to test how effective your strategy is further back, you can make use of Tradingview's "Deep Backtesting" option. This allows you to select a start date way in the past, and back-test over numerous months / years, to see if the strategy has been sustainable in the long term.

To read more about the RPPI, you can check out its own page which lists the details of the indicator, how it works and how to use it. As a synopsis, the RPPI is a compendium indicator that contains various models of multiple futures and stocks. This is to attempt to accurately forecast daily, weekly, monthly, 3 month and annual moves on various futures and indices.

This strategy companion will help you hone in on ideal entries and exits and allow you to tailor them to each ticker that you are interested in trading, on whichever timeframe you are interested in trading.

Some important notes when applying the back-testing results:

1. If you are back-testing daily levels, it is recommended to use the 1 to 5-minute chart max.

2. iF you are back-testing weekly levels, it is recommended to use at least 15 to 30 minutes, up to 60 minute candles.

3. Monthly levels, its best to use 1 hour and up.

4. Greater than monthly, its best to use 3 to 4 hours, to daily candles and up.


As always, feel free to leave your questions or suggestions below.

Thank you for reading and, as always, safe trades!

2 de fev. de 2024

Notas de Lançamento

Added more backtest conditions that will permit you to modify the strategy in many, many more ways!

2 de fev. de 2024

Notas de Lançamento

Coding error in a long condition