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Add parameters to Connors VIX Reversal 2 strategy documentation

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moshferatu 2024-11-13 06:39:23 -08:00
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strategies/connors-vix-reversals/strategy-2/README.md
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@ -10,4 +10,12 @@ This strategy was taken from chapter 2 of [*Connors on Advanced Trading Strategi
I am not including short trades like in the book as the results were consistently negative.
## Parameters
**RSI Period**: The period of the RSI calculation used on VIX. (Default: 5)
**Overbought Level**: The RSI value above which the VIX is considered to be "overbought" and ready to reverse. (Default: 70)
**Days to Exit**: The number of days to wait before exiting any open trades. (Default: 3, differs from the book)
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