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Add rules to High Volume Days strategy documentation

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moshferatu 2024-11-18 08:31:55 -08:00
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strategies/high-volume-days/README.md
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@ -4,4 +4,20 @@ The idea for these strategies comes from chapter 6 (Volume) of [*How Markets Rea
As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly. As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly.
## Rules
### High Volume Up Days
1. The asset (e.g., SPY) is above its 200-day moving average.
2. The volume closes at a 5-day high.
3. If the asset closes **higher** on the day, enter a long trade.
4. Exit the trade after 5 trading days (~1 week).
### High Volume Down Days
1. The asset (e.g., SPY) is above its 200-day moving average.
2. The volume closes at a 5-day high.
3. If the asset closes **lower** on the day, enter a long trade.
4. Exit the trade after 5 trading days (~1 week).
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