From b6935fd6f774366b565c67551308d222a5a32e58 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Sat, 23 Nov 2024 06:25:33 -0800 Subject: [PATCH] Add parameters to VIX Above and Below Moving Average strategy documentation --- .../vix-above-and-below-moving-average/README.md | 10 ++++++++++ 1 file changed, 10 insertions(+) diff --git a/strategies/vix-above-and-below-moving-average/README.md b/strategies/vix-above-and-below-moving-average/README.md index 6b8f882..94f55ec 100644 --- a/strategies/vix-above-and-below-moving-average/README.md +++ b/strategies/vix-above-and-below-moving-average/README.md @@ -18,4 +18,14 @@ As with most of the strategies from this book, they are meant to illustrate cert 2. If VIX closes 10% or more below its 10-day moving average, enter a long trade. 3. Exit the trade after 5 trading days (~1 week). +## Parameters + +**Moving Average Period**: The period to use in the moving average calculation done on VIX. (Default: 10) + +**Long-Term Trend Period**: The period of the long-term trend as measured using a simple moving average. (Default: 200) + +**Percent Above / Below**: The percentage above / below the moving average VIX must be to enter a trade. (Default: 10) + +**Days to Exit**: The number of days to wait before exiting a trade. (Default: 5) + --- \ No newline at end of file