|p&l of $10k worth of spy buy 'n hold for next 4 days, over last 20 years.|
- the study allows for the input of specific target trading days instead of just the current.
- the study defaults to evaluating the next trading day of the year instead of the current. this reduces the influence of open positions on the p&l graph.
- the strategy reports on the chart the trading day it bought-to-open a position and the number of trading days it held it when it sold-to-close.
- the chart label reports the percentage wins and the number of trades.
- the chart label reports the average p&l per trade.
as always i maintain the revised studies on the original release blog here.