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Add parameters to 2-Period RSI Highs and Lows strategy documentation

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moshferatu 2024-11-24 00:59:36 -08:00
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strategies/2-period-rsi-highs-and-lows/README.md
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@ -22,4 +22,16 @@ The 2-period RSI entry thresholds differ from the book as they led to improved b
I also wanted to avoid overlap with the [2-Period RSI strategy](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/strategies/2-period-rsi) from [Short Term Trading Strategies That Work](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work). I also wanted to avoid overlap with the [2-Period RSI strategy](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/strategies/2-period-rsi) from [Short Term Trading Strategies That Work](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work).
## Parameters
**RSI Period**: The period to use in the RSI calculation. (Default: 2)
**RSI Smoothing**: The smoothing to use in the RSI calculation. (Default: 1)
**RSI Entry**: The RSI entry threshold value. (Default: 85 for highs, 15 for lows)
**Long-Term Trend Period**: The period of the long-term trend as measured using a simple moving average. (Default: 200)
**Days to Exit**: The number of days to wait before exiting a trade. (Default: 5)
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