diff --git a/strategies/vix-stretches/README.md b/strategies/vix-stretches/README.md index edf89f3..8113d6b 100644 --- a/strategies/vix-stretches/README.md +++ b/strategies/vix-stretches/README.md @@ -18,6 +18,8 @@ Refer to the [backtest results](#backtest-results) in order to understand why. **VIX Moving Average Period**: The period use to calculate the simple moving average of VIX. (Default: 10) +**VIX Threshold Percentage**: The percentage above the simple moving average that VIX has to be in order to enter a trade. (Default: 5) + **VIX Stretch Days**: The minimum number of days required for VIX to be stretched above its moving average. (Default: 3) **RSI Period**: The period of the RSI calculation used to exit trades. (Default: 2)