@stephane97490
Short answer: Nope

Long answer:
This strategy opens long only trades, to profit from the constant upwards drift of the market, which is just the fact that market is based on the work of hardworking businesses who constantly tend to produce more value than there was before. Essentially, if you pick all of the assets and long trade all of them in equal amount forever, you will make slightly less money over time than the above script. At daily time frames this upwards drift dilutes to zero, and you are left with fluctuations around the mean. While it is safe to bet on the overall market growth over months and years, daily fluctuations are not as easy to predict. So this would not work at hourly or daily time frames.

Last edited by Hredot; 10/05/17 20:02.