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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.
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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