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Add parameters to Advances and Declines documentation

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moshferatu 2024-11-15 06:27:15 -08:00
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strategies/advances-and-declines/README.md
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@ -18,4 +18,18 @@ As with most of the strategies from this book, they are meant to illustrate cert
2. If the ratio of **declines to advances** is at least 2 : 1, enter a long trade. 2. If the ratio of **declines to advances** is at least 2 : 1, enter a long trade.
3. Exit the trade after 5 trading days (~1 week). 3. Exit the trade after 5 trading days (~1 week).
## Parameters
**Advances**: The portion of the ratio associated with advances. (Default: 1.0)
**Declines**: The portion of the ratio associated with declines. (Default: 2.0)
**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 any trade. (Default: 5)
*Whichever of Advances or Declines is greater is what is used as the numerator in the ratio.*
The default settings specify a declines / advances ratio of 2 : 1.
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