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Add parameters to Overnight strategy documentation

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moshferatu 2024-09-03 06:13:28 -07:00
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strategies/overnight/README.md
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@ -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. 1. Go long SPY on the close.
2. Sell on the following open. 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)
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