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Add parameters to VIX Above and Below Moving Average strategy documentation

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moshferatu 2024-11-23 06:25:33 -08:00
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strategies/vix-above-and-below-moving-average/README.md
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@ -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. 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). 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)
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