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Add parameters to Turtle Trading strategy documentation

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moshferatu 2024-11-12 07:33:09 -08:00
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strategies/turtle-trading/README.md
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@ -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. 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. 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)
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