Saturday, August 24, 2013

sdi_passive revision 1.2.0 released.

sdi_passive is a study that shows the growth of a $10,000 investment using two basic passive strategies, bnh (buy-and-hold) and dca (dollar-cost-averaging.) previously my dca (dollar-cost-averaging) simulated a purchase on every bar of a chart. this presented an unrealistically negative view of dca when displaying on day charts because of the impact of commissions. now dca simulates a purchase on a configurable frequency which defaults to 21 (average number of trading days per month.) this allows one to accurately  model both dca and bnh on a day chart.

additionally sdi_passive has been enhanced to display chart labels containing the accumulation of dividends for bnh/dca and the accumulation of interest on idle money for dca.

here is how this new sdi_passive looks:

thinkScript for sdi_passive maintained on original page here.

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