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Add documentation regarding parameters to Intraday Weakness strategy

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moshferatu 2024-09-04 10:49:51 -07:00
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strategies/intraday-weakness/README.md
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@ -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. 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 ## 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. 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.