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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.
## 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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