From 46a737b26da1e74e524352e794600b3c0bea6f36 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Thu, 19 Sep 2024 05:28:20 -0700 Subject: [PATCH] Add parameters to VIX RSI strategy documentation --- strategies/vix-rsi/README.md | 14 ++++++++++++++ 1 file changed, 14 insertions(+) diff --git a/strategies/vix-rsi/README.md b/strategies/vix-rsi/README.md index 463b782..5b9a124 100644 --- a/strategies/vix-rsi/README.md +++ b/strategies/vix-rsi/README.md @@ -10,4 +10,18 @@ This strategy was taken from chapter 12 of [*Short Term Trading Strategies That 4. If the 2-period RSI of the asset is below 30, enter a long trade. 5. Exit the trade when the 2-period RSI closes above 65. +## Parameters + +**Long-Term Trend Period**: The period to use in the long-term trend calculation as measured by a simple moving average. (Default: 200) + +**RSI Period**: The period to use in the RSI calculations. (Default: 2) + +**RSI Smoothing**: The smoothing to use in the RSI calculations. (Default: 1) + +**RSI Entry Threshold**: The RSI value below which to allow for entering a trade. (Default: 30) + +**RSI Exit Threshold**: The RSI value above which to exit the trade. (Default: 65) + +**VIX RSI Entry Threshold**: The RSI value of VIX above which to allow for entering a trade. (Default: 90) + --- \ No newline at end of file