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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.
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.