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Add parameters and update description in New 52-Week Highs and Lows strategy documentation

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moshferatu 2024-11-19 06:31:28 -08:00
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strategies/new-52-week-highs-and-lows/README.md
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@ -4,6 +4,14 @@ The idea for these strategies comes from chapter 8 of [*How Markets Really Work*
As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly.
The strategies are based on the [HILO indicator](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/indicators/hilo-index) which calculates the difference between the **New 52-Week Highs** and **New 52-Week Lows**.
The strategies are based on the [HILO Index indicator](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/indicators/hilo-index) which calculates the difference between the **New 52-Week Highs** and **New 52-Week Lows**.
## Parameters
**High / Low Period**: The number of days over which to check for highs / lows. (Default: 5)
**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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