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Trivial formatting change to Overnight strategy documentation

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moshferatu 2024-09-03 06:29:46 -07:00
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strategies/overnight/README.md
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@ -7,7 +7,9 @@ This strategy was taken from chapter 7 of [Short Term Trading Strategies That Wo
1. Go long SPY on the close. 1. Go long SPY on the close.
2. Sell on the following open. 2. Sell on the following open.
It is not possible to enter positions on the close of a bar in NinjaScript, so I have worked around this by incorporating a 1-minute data series into the strategy and entering on the open of the last bar of the day. It is not possible to enter positions on the close of a bar in NinjaScript.
The strategy works around this by incorporating a 1-minute data series and entering on the open of the last bar each day.
The position is exited on the open of the following day as expected. The position is exited on the open of the following day as expected.