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Add 2-3-5 scale-in rules to Vol Panics strategy documentation

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moshferatu 2024-10-07 05:42:20 -07:00
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strategies/vol-panics/README.md
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@ -8,6 +8,16 @@ This strategy was taken from chapter 5 of [*Buy the Fear, Sell the Greed*](https
2. (Optional Aggressive Entry) If VXX closes higher than the initial entry price at any point during the trade, enter a second short trade. 2. (Optional Aggressive Entry) If VXX closes higher than the initial entry price at any point during the trade, enter a second short trade.
3. Exit the trade if VXX closes under its 5-period moving average. 3. Exit the trade if VXX closes under its 5-period moving average.
### 2-3-5 Scale-In Version
This version of the strategy enters up to 3 trades:
1. The initial entry according to the original rules but with 20% of the total position size.
2. An entry with 30% of the total position size if VXX closes higher than the initial entry price at any point during the trade.
3. A final entry with 50% of the total position size if VXX closes higher than the second entry price at any point during the trade.
The exit condition remains the same as in the original version of the strategy.
## Parameters ## Parameters
**Moving Average Period**: The period used in the simple moving average calculation. (Default: 5) **Moving Average Period**: The period used in the simple moving average calculation. (Default: 5)