Commit Graph

177 Commits

Author SHA1 Message Date
08d136cb4b Add QQQ backtest results for Overnight strategy using a 200-day simple moving average trend filter 2024-09-03 07:41:33 -07:00
24350a40de Add SPY backtest results for Overnight strategy using a 200-day simple moving average trend filter 2024-09-03 07:37:04 -07:00
7eb247ff01 Add QQQ backtest results for Overnight strategy 2024-09-03 07:32:42 -07:00
502bd29724 Trivial wording change in Overnight strategy documentation 2024-09-03 06:33:29 -07:00
3630fdf3ba Trivial formatting change to Overnight strategy documentation 2024-09-03 06:29:46 -07:00
eebeb20060 Add note to documentation mentioning the use of 1-minute bars to work around issue of not being able to enter positions on the close of daily bars 2024-09-03 06:27:31 -07:00
02f05d8545 Add SPY backtest results for Overnight strategy 2024-09-03 06:21:45 -07:00
dd81518bb6 Add parameters to Overnight strategy documentation 2024-09-03 06:13:28 -07:00
46938e91b0 Add optional trend filter to Overnight strategy 2024-09-03 06:10:17 -07:00
9808dea300 Initial commit of Overnight strategy documentation 2024-09-03 05:47:54 -07:00
9a8f678521 Initial commit of Overnight strategy 2024-09-03 05:47:34 -07:00
1344e6f6cf Update 2007-2024 SPY backtest results for VWAP trend strategy 2024-09-02 07:55:07 -07:00
1cf4f063d6 Update 2007-2024 QQQ backtest results for VWAP trend strategy 2024-09-02 07:51:01 -07:00
fc686f8bfb Update 2010-2024 TQQQ backtest results for VWAP trend strategy 2024-09-02 07:45:54 -07:00
18fc3239b6 Update 2018-2024 TQQQ backtest results for VWAP trend strategy 2024-09-02 07:42:46 -07:00
739d9b0b69 Add ES backtest results for VWAP trend strategy 2024-09-02 06:33:56 -07:00
a453c1b0fd Add NQ backtest results for VWAP trend strategy 2024-09-02 06:30:25 -07:00
22750bcd5d Trivial change to move date outside of link to VWAP trend strategy paper 2024-09-02 06:13:58 -07:00
51f2bf40b1 Remove unnecessary comment from top of VWAP trend strategy 2024-09-02 06:13:05 -07:00
91d23a93ae Update VWAP trend strategy documentation 2024-09-02 06:11:03 -07:00
bfeb87990b Add default value for exit threshold property to RSI divergence strategy documentation 2024-09-01 05:48:06 -07:00
fb6ffc3bda Add documentation for RSI divergence strategy parameters 2024-09-01 05:44:45 -07:00
88b11a33ad Add /NQ backtest results for RSI divergence strategy 2024-08-31 06:48:01 -07:00
a8d2c270a8 Add /ES backtest results for RSI divergence strategy 2024-08-31 06:44:07 -07:00
ab5b2f1a05 Add ETF secion to RSI divergence strategy backtest result documentation 2024-08-31 06:41:30 -07:00
2057287788 Add QQQ backtest results for RSI divergence strategy 2024-08-31 06:38:35 -07:00
61eb06950f Add backtest results for SPY for RSI divergence strategy 2024-08-31 06:29:38 -07:00
399ba5a35c Prevent trades in the RSI divergence strategy only until there are at least divergence period bars available 2024-08-31 06:25:59 -07:00
5c67629db4 Add exit RSI threshold to RSI divergence strategy 2024-08-31 06:21:17 -07:00
8fc49bf60d Add a configuration property to the RSI divergence strategy for setting the divergence period 2024-08-31 06:18:21 -07:00
9e0590bad7 Add RSI period and smoothing properties to RSI divergence strategy 2024-08-31 06:15:18 -07:00
5562b05589 Remove equal position sizing from RSI divergence strategy 2024-08-31 06:11:53 -07:00
0d2dd3509a Add RSI divergence strategy overview and rules to documentation 2024-08-31 06:08:44 -07:00
6f0d075ca3 Remove existing VIX 5% strategy implementation 2024-08-30 13:07:19 -07:00
14931b4cf0 Document the parameters of the VIX 5% strategy 2024-08-30 12:44:13 -07:00
df93536d35 Make the entry and exit percent thresholds configurable 2024-08-30 12:41:21 -07:00
8fc2a82fdf Add QQQ backtest results for VIX 5% strategy 2024-08-30 12:18:59 -07:00
35c299eb56 Add backtest results for SPY for the VIX 5% strategy 2024-08-30 12:15:04 -07:00
9bcd75ca96 Initial commit of VIX 5% strategy 2024-08-30 12:12:13 -07:00
abefd79b08 Initial commit of documentation for VIX 5% strategy 2024-08-30 12:08:53 -07:00
f1a5e26cac Make it more clear that the Knife Catcher strategy is a swing trading strategy in the documentation 2024-08-30 08:39:44 -07:00
78f439a5a2 Trivial typo correction in Knife Catcher documentation 2024-08-30 08:38:51 -07:00
18723c7901 Add documentation for down day streak parameter of Knife Catcher strategy 2024-08-30 08:38:06 -07:00
4a711e1969 Add down day streak parameter to Knife Catcher strategy 2024-08-30 08:36:51 -07:00
91650d6cca Add Bars to Exit parameter documentation for Knife Catcher strategy 2024-08-30 08:27:05 -07:00
0a9ba87f8c Add Bars to Exit parameter to Knife Catcher strategy 2024-08-30 08:25:56 -07:00
4d6eb2ff97 Add QQQ backtest results for Knife Catcher strategy 2024-08-30 08:04:12 -07:00
c53a4fed61 Add Knife Catcher Bot implementation 2024-08-30 08:01:00 -07:00
8515606e53 Add SPY backtest results for Knife Catcher strategy 2024-08-30 08:00:05 -07:00
154eeb54c3 Trivial correction in Knife Catcher strategy documentation 2024-08-30 07:55:07 -07:00
a147bcfdfb Initial commit of README for Knife Catcher Bot 2024-08-30 07:52:29 -07:00
0a93489fff Add link to Short Term Trading Strategies That Work repository 2024-08-30 05:52:12 -07:00
0bfd3d0845 Add parameters to 10-day low strategy documentation 2024-08-30 05:29:09 -07:00
2fbf175ca1 Add parameters to 10-day low strategy 2024-08-30 05:28:35 -07:00
a6c26c7aac Correction to 10-Day low strategy rules 2024-08-29 18:08:52 -07:00
d05aebd90e Add 10-Day Low Bot taken from chapter 2 of Short Term Trading Strategies That Work 2024-08-29 12:30:37 -07:00
ce888a1b54 Add documentation and backtest results for 10-Day Low Bot 2024-08-29 12:18:54 -07:00
38e2134a18 Trivial wording change in ConnorsRSI indicator documentation 2024-08-29 05:30:24 -07:00
ca318a29a6 Add ConnorsRSI strategy parameter documentation 2024-08-28 12:28:06 -07:00
f25f905e6a Update ConnorsRSI strategy rules to mention default indicator parameters 2024-08-28 12:22:18 -07:00
605186b051 Add parameters to ConnorsRSI strategy 2024-08-28 12:21:08 -07:00
e88805509a Add description to ConnorsRSI strategy 2024-08-28 12:15:45 -07:00
cc8930db67 Add additional documentation for the ConnorsRSI strategy 2024-08-28 12:02:47 -07:00
bd9e465dfe Add QQQ backtest results for ConnorsRSI strategy 2024-08-28 11:44:50 -07:00
34e71aa33d Add SPY backtest results for ConnorsRSI bot 2024-08-27 12:47:23 -07:00
8d4a805b6e Add ConnorsRSI Bot 2024-08-27 12:43:08 -07:00
fcb7b6bdc8 Add weekly backtest results to monthly momentum bot out of curiosity 2024-08-21 13:54:39 -07:00
716dfa95cc Add QQQ backtest results for the Monthly Momentum Bot 2024-08-20 06:19:20 -07:00
f6177f314e Add Monthly Momentum Bot backtest results for SPY 2024-08-20 06:16:28 -07:00
de03f812c6 Initial commit of Monthly Momentum Bot README 2024-08-20 06:13:17 -07:00
075b5906e3 Move Monthly Momentum Bot into a separate directory 2024-08-20 06:06:58 -07:00
8445774d7c Initial commit of Monthly Momentum Bot 2024-08-20 06:06:20 -07:00
720b9c252a Add RSI PowerZones Bot taken from chapter 2 of Buy the Fear, Sell the Greed 2024-08-11 07:43:59 -07:00
46e15015e4 Trivial change to override DispalyName in 3-Day Trade Bot 2024-08-10 05:45:34 -07:00
0909bee23c Add 1st Cross Bot, taken from chapter 24 of Kaufman Constructs Trading Systems 2024-08-07 06:01:48 -07:00
3c0661b4bb Initial commit of 3-Day Trade strategy, taken from Kaufman Constructs Trading Systems 2024-08-06 07:14:53 -07:00
b21523e6f1 Add strategy based on Williams %R 2024-08-04 07:01:14 -07:00
9cfcf66650 Add Triple Moving Average Slope Bot 2024-08-03 05:15:38 -07:00
12a3f61ea7 Add long term trend filter and opening range bias to Sonic R Bot in addition to modifying stop logic 2024-08-02 13:26:39 -07:00
77841593e5 Remove BarsRequiredToTrade from Triple Moving Average Bot 2024-07-31 14:00:20 -07:00
f9b4da8b4a Trivial formatting changes to Cumulative RSI Bot parameters 2024-07-27 10:49:39 -07:00
c459ae01c1 Re-order Cumulative RSI Bot parameters 2024-07-27 10:48:32 -07:00
da4ac632ca Add separate property for cumulative RSI period 2024-07-27 10:46:59 -07:00
fb5a073eac Add VIX 5% Bot, taken from Chapter 5 of Short Term Trading Strategies That Work 2024-07-21 05:53:36 -07:00
bdac441f1e Initial commit of 2 Period RSI strategy taken from Short Term Trading Strategies That Work 2024-07-20 05:39:13 -07:00
9067205156 Add Cumulative RSI Bot, credit to Larry Connors and his book Short Term Trading Strategies That Work 2024-07-18 12:18:07 -07:00
593b02afa9 Initial commit of Triple Moving Average bot 2024-07-16 11:08:52 -07:00
16bcbd63da Initial commit of Pivot Bot 2024-07-15 11:46:52 -07:00
b78c16409c Actually commit code for 3CR bot (oops!) 2024-07-12 14:27:10 -07:00
0523d06e12 Initial commit of 3CR bot 2024-07-12 14:23:06 -07:00
a77f3f9288 Initial commit of RSI divergence strategy README 2024-07-10 19:17:14 -07:00
32b673c1ad Equally size all positions taken by the RSI divergence bot 2024-07-09 13:57:10 -07:00
6512c78c67 Add simple RSI divergence swing strategy meant to be applied on the hourly chart 2024-07-07 06:00:05 -07:00
175db2ec70 Trivial removal of comment 2024-07-06 20:48:25 -07:00
fe6b789b5b Removing opening range indicator from Sonic R strategy as it didn't offer any improvement 2024-07-06 20:46:23 -07:00
2aefec3a51 Correct bot name in strategy properties 2024-07-06 20:32:02 -07:00
fea73a7f89 Add Nasdaq cumulative 52 week new highs new lows strategy 2024-07-05 07:53:44 -07:00
1cdeb40610 Add long-term strategy based on NYSE 52 week new highs and new lows 2024-07-05 05:28:52 -07:00
f8f19c6a43 Initial commit of simple mean reversion bot 2024-06-30 05:53:18 -07:00
a1168ec494 Fix typo TQQ -> TQQQ 2024-06-29 05:34:44 -07:00