From 4a0c6d952b3836db0b3f784647b879de781c3c3f Mon Sep 17 00:00:00 2001 From: moshferatu Date: Wed, 13 Nov 2024 06:39:23 -0800 Subject: [PATCH] Add parameters to Connors VIX Reversal 2 strategy documentation --- strategies/connors-vix-reversals/strategy-2/README.md | 8 ++++++++ 1 file changed, 8 insertions(+) diff --git a/strategies/connors-vix-reversals/strategy-2/README.md b/strategies/connors-vix-reversals/strategy-2/README.md index 2eb67e8..5218b6e 100644 --- a/strategies/connors-vix-reversals/strategy-2/README.md +++ b/strategies/connors-vix-reversals/strategy-2/README.md @@ -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) + --- \ No newline at end of file