moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add note regarding differences from book to High Volume Days strategy documentation

Browse Source
This commit is contained in:
moshferatu 2024-11-18 08:44:04 -08:00
parent b70bffd310
commit 6de84071d3
1 changed files with 4 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

4
strategies/high-volume-days/README.md
View File

@ -4,6 +4,10 @@ The idea for these strategies comes from chapter 6 (Volume) of [*How Markets Rea
As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly.
Unlike the book, where no significant difference was found between high volume up and down days, I have found down days to significantly outperform up days.
Refer to the backtest results below.
## Rules
### High Volume Up Days