Weekly Returns with Benchmark

2022년 4월 26일

Some time ago I published Monthly returns table. Now It's time for weekly one.
To get it work you need a pretty big screen, but I hope it will be useful for some of you.

Features of this table includes:

• Display weekly returns of your strategy, benchmark, and alpha over this benchmark.
  
• Select benchmark to be another instrument
  
• Select the date from which you want to compute monthly returns
  
• Show/hide benchmark and alpha
  
• Choose colors for gradient for gain/loss values
  
• Use it with any type of strategy
  
• Use it with replay
  

Thanks to MUQWISHI to help me coding it.

It's not about the strategy itself but the way you display returns on your chart. So pls don't critique my choice of the strategy and its performance 🙂

Disclaimer
Please remember that past performance may not be indicative of future results.
Due to various factors, including changing market conditions, the strategy may no longer perform as well as in historical backtesting.
This post and the script don’t provide any financial advice.