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Add parameters to 10-day low strategy documentation

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moshferatu 2024-08-30 05:29:09 -07:00
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strategies/10-day-low/README.md
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@ -7,6 +7,14 @@ This strategy was taken from chapter 2 of *Short Term Trading Strategies That Wo
1. Buy every 10-period low on the daily S&P 500 (SPY) chart while price is > the 200-day simple moving average.
2. Exit when price closes above its 10-period moving average.
## Parameters
**Low Period**: The period over which to calculate the lowest price. (Default: 10)
**Short Term Trend Period**: The period of the short term trend as measured by a simple moving average. (Default: 10)
**Long Term Trend Period**: The period of the long term trend as measured by a simple moving average. (Default: 200)
## Backtest Results
### SPY