From dd81518bb6a7e7004d986091e2a0388d3bbbf8b3 Mon Sep 17 00:00:00 2001 From: moshferatu Date: Tue, 3 Sep 2024 06:13:28 -0700 Subject: [PATCH] Add parameters to Overnight strategy documentation --- strategies/overnight/README.md | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/strategies/overnight/README.md b/strategies/overnight/README.md index 3bbf705..0560475 100644 --- a/strategies/overnight/README.md +++ b/strategies/overnight/README.md @@ -7,4 +7,10 @@ This strategy was taken from chapter 7 of [Short Term Trading Strategies That Wo 1. Go long SPY on the close. 2. Sell on the following open. +## Parameters + +**Use Trend Filter**: Whether to use a trend filter to decide when to enter long positions. (Default: false) + +**Long Term Trend Period**: The period of the trend filter as measured using a simple moving average. (Default: 200) + --- \ No newline at end of file