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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.
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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