I recently published this script for Cryptocurrencies.
The robustness of this script can be seen from the fact that the same script can be used for stocks on a 1D timeframe.
I have used a commission of Rs. 20/order (ZERODHA?)
Also, I selected a universe ofrandom stocks (each from different industries) for the current chart. I have seen similar results when you combine any 5+ stocks from different industries.