From f8a8d6be446913beafcb2a20615a5468d0becb2c Mon Sep 17 00:00:00 2001 From: moshferatu Date: Tue, 12 Nov 2024 07:33:09 -0800 Subject: [PATCH] Add parameters to Turtle Trading strategy documentation --- strategies/turtle-trading/README.md | 6 ++++++ 1 file changed, 6 insertions(+) diff --git a/strategies/turtle-trading/README.md b/strategies/turtle-trading/README.md index eb4a917..334b78c 100644 --- a/strategies/turtle-trading/README.md +++ b/strategies/turtle-trading/README.md @@ -9,4 +9,10 @@ It is a simple trend following strategy based on breakouts. 1. If the asset (e.g., SPY) exceeds its highest high over the past 20 days, enter a long trade. 2. Exit the trade when the asset drops below the lowest low over the past 10 days. +## Parameters + +**High Period**: The period over which to determine whether price has exceeded the highest high for entering a trade. (Default: 20) + +**Low Period**: The period over which to determine whether price has dropped below the lowest low for exiting a trade. (Default: 10) + --- \ No newline at end of file