diff --git a/strategies/put-call-ratio-highs-and-lows/README.md b/strategies/put-call-ratio-highs-and-lows/README.md index c695b64..82ff2b3 100644 --- a/strategies/put-call-ratio-highs-and-lows/README.md +++ b/strategies/put-call-ratio-highs-and-lows/README.md @@ -11,13 +11,21 @@ The strategies are based on the [Put / Call Ratio indicator](https://moshferatu. ### Put / Call Ratio Highs 1. The asset (e.g., SPY) is above its 200-day moving average. -2. If the Put / Call ratio closes at a 5-day high, enter a long trade. +2. If the put / call ratio closes at a 5-day high, enter a long trade. 3. Exit the trade after 5 trading days (~1 week). ### Put / Call Ratio Lows 1. The asset (e.g., SPY) is above its 200-day moving average. -2. If the Put / Call ratio closes at a 5-day low, enter a long trade. +2. If the put / call ratio closes at a 5-day low, enter a long trade. 3. Exit the trade after 5 trading days (~1 week). +## Parameters + +**High / Low Period**: The period over which to determine the highest / lowest values of the put / call ratio. (Default: 5) + +**Long-Term Trend Period**: The period of the long-term trend as measured using a simple moving average. (Default: 200) + +**Days to Exit**: The number of days to wait before exiting a trade. (Default: 5) + --- \ No newline at end of file