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

Add parameters to End of Month strategy documentation

Browse Source
This commit is contained in:
moshferatu 2024-09-17 06:35:49 -07:00
parent 93b95ed4e5
commit 74b3558c28
1 changed files with 7 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

8
strategies/end-of-month/README.md
View File

@ -5,6 +5,12 @@ This strategy was taken from chapter 11 of [*Short Term Trading Strategies That
## Rules ## Rules
1. Buy the asset (e.g., SPY) on the 24th (or 25th, etc.) day of the month. 1. Buy the asset (e.g., SPY) on the 24th (or 25th, etc.) day of the month.
2. Exit the position 1-5 days later. 2. Exit the trade 1-5 days later.
## Parameters
**Entry Day**: The day of the month on which to enter the long trade. (Default: 24)
**Days to Exit**: The number of days to wait before exiting the trade. (Default: 5)
--- ---