diff --git a/strategies/intraday-weakness/README.md b/strategies/intraday-weakness/README.md index 7cf0eb8..ea0c9b6 100644 --- a/strategies/intraday-weakness/README.md +++ b/strategies/intraday-weakness/README.md @@ -14,6 +14,18 @@ This strategy was taken from chapter 8 of [Short Term Trading Strategies That Wo In addition, buy on a limit the next day 1/3/5/7/10% lower. +## Parameters + +**Long Term Trend Period**: The period of the simple moving average trend filter. (Default: 200) + +**Low Period**: The period over which to calculate the low. (Default: 10) + +**Days to Exit**: The number of days to wait before exiting the position. (Default: 5) + +**Use Limit Orders**: Whether to use a limit order to enter a trade the day following the signal. (Default: false) + +**Limit Order Percent**: What percentage lower than the current price to set the entry limit order. (Default: 1) + ## Backtest Results I don't have a way to aggregate backtests over a universe of stocks (e.g., S&P 500 and Nasdaq 100) at the moment.