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Add parameters to VIX RSI strategy documentation

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moshferatu 2024-09-19 05:28:20 -07:00
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strategies/vix-rsi/README.md
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@ -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. 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. 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)
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