Trading System based on the Previous Week SPY Return

This strategy enters a position in the S&P 500 Index (SPY or ^GSPC) when previous week return is negative (Return is calculated based on Monday open price and Friday close price), the trade is closed at the end of the week on Friday. No stop rules are defined.

The trading system formula calculates the previous week time-series using the "TimeframeApply" and "TimeframeDecompress" functions.
The sell rule consists of comparing the day of the week (dayofweek() function) to 5 (Friday).

The order types were modified using the "SetSimTiming" function.
Buy Order: Buy at tomorrow open price
Sell Order: Sell at today close price

You can reference return two weeks ago by using the "ref" function and calling it just before decompressing the data. Decompressing a time-series calculated in a different time frame aligns or synchronizes this time-series with the current time frame.
pweek = ref(pweek, 1);

Technical Analysis

• Technical Analysis Continuation Pattern: Descending Triangle Indicator
• HV - Historical Volatility
• Intraday Trading System with Daily Ranking
• Large price and volume gain after consolidation
• 5x5 SMA & RSI Forex Strategy
• watchlist2
• Ascending, Descending and Symmetrical Triangle Chart Patterns
• NSE Nifty - S&P CNX Nifty
• Technical indicators time series
• Stop Trading Based on Your Portfolio Equity Return
• More trading objects...

Fundamental Analysis

• ASX Fundamental data
• Unexpected Short Selling Bars
• Threshold Securities - NASDAQ
• Job Creation Index
• Short selling composite
• NYSE - Corporate Actions
• US Crude Oil Supply, Consumption, and Inventories
• S&P Earnings
• News data for US companies from Google RSS feed
• Dow Jones U.S. Technology Sector Index Fund survivorship bias-free database downloader
• More trading objects...