286 Commits

Author	SHA1	Message	Date
moshferatu	ed229adb89	Add XLE backtest results for 3-Day High / Low strategy	2024-09-13 12:15:26 -07:00
moshferatu	e6654d24f4	Add DIA backtest results for 3-Day High / Low strategy	2024-09-13 12:11:59 -07:00
moshferatu	a7e5cf60e0	Add QQQ backtest results for 3-Day High / Low strategy	2024-09-13 12:07:34 -07:00
moshferatu	8651517970	Add SPY backtest results for 3-Day High / Low strategy	2024-09-13 12:01:53 -07:00
moshferatu	b1ddf0a1c4	Add parameters to 3-Day High / Low strategy	2024-09-13 11:56:29 -07:00
moshferatu	805a2ec0b7	Add rules to 3-Day High / Low strategy documentation	2024-09-13 11:49:16 -07:00
moshferatu	fe58cf4216	Add description to 3-Day High / Low strategy documentation	2024-09-13 11:44:39 -07:00
moshferatu	4217917829	Initial commit of 3-Day High / Low strategy documentation	2024-09-13 11:34:58 -07:00
moshferatu	f2c01f9bb5	Initial commit of 3-Day High / Low strategy	2024-09-13 11:34:19 -07:00
moshferatu	079de292e0	Add QQQ backtest results of alternate rules for Cumulative RSI strategy	2024-09-12 06:41:06 -07:00
moshferatu	5fb6f976a1	Add SPY backtest results of alternate rules for Cumulative RSI strategy	2024-09-12 06:35:34 -07:00
moshferatu	ddb901cbf4	Add original version of rules to Cumulative RSI strategy	2024-09-12 06:26:12 -07:00
moshferatu	74a0a9ae6b	Correctly identify strategy rules in Cumulative RSI documentation as the alternate version	2024-09-12 06:24:47 -07:00
moshferatu	dab4b2fd74	Add QQQ backtest results for Cumulative RSI strategy	2024-09-11 07:50:08 -07:00
moshferatu	50cfb76393	Add SPY backtest results for Cumulative RSI strategy	2024-09-11 07:16:53 -07:00
moshferatu	bbb71fa47a	Add parameters to Cumulative RSI strategy documentation	2024-09-11 07:09:37 -07:00
moshferatu	c3b478a10b	Add rules to Cumulative RSI strategy documentation	2024-09-11 07:00:59 -07:00
moshferatu	a1c650d08d	Add mention of Cumulative RSI indicator to Cumulative RSI strategy documentation	2024-09-11 06:52:08 -07:00
moshferatu	9b33b1fe6c	Update Cumulative RSI strategy documentation	2024-09-11 06:49:56 -07:00
moshferatu	3ca8294f8c	Add RSI smoothing parameter to Cumulative RSI strategy	2024-09-11 06:02:54 -07:00
moshferatu	e1c94584e8	Moving Cumulative RSI strategy into separate directory	2024-09-11 05:58:48 -07:00
moshferatu	d75d14782e	Trivial correction of a typo in 2-Period RSI strategy documentation	2024-09-09 14:14:37 -07:00
moshferatu	022f6d7796	Add QQQ backtest results for 2-Period RSI strategy	2024-09-09 08:52:51 -07:00
moshferatu	bb48a099a6	Add SPY backtest results for 2-Period RSI strategy	2024-09-09 08:49:54 -07:00
moshferatu	5c7ea75e71	Add parameter documentation for 2-Period RSI strategy	2024-09-09 08:46:13 -07:00
moshferatu	533fd9383d	Add a configuration setting to only allow long trades to 2-Period RSI strategy	2024-09-09 08:41:45 -07:00
moshferatu	fce0a9dd38	Add the ability to enable / disable fixed position sizing and specify the position size to 2-Period RSI strategy	2024-09-09 08:22:40 -07:00
moshferatu	94c883ecf5	Remove unnecessary entry / exit comments from 2-Period RSI strategy	2024-09-09 08:17:40 -07:00
moshferatu	af8a4458ff	Remove BarsRequiredToTrade property from 2-Period RSI strategy since the long / short term trend periods already determine when a trade can be entered	2024-09-09 08:15:15 -07:00
moshferatu	42c91e0cc9	Add long and short entry thresholds to 2-Period RSI strategy	2024-09-09 08:13:57 -07:00
moshferatu	b15fb26aa7	Add RSI configuration settings to 2-Period RSI strategy	2024-09-09 08:09:53 -07:00
moshferatu	ba9c84dff1	Add short term trend configuration setting to 2-Period RSI strategy	2024-09-09 08:07:37 -07:00
moshferatu	49a7c661b2	Add long term trend period configuration setting to 2-Period RSI strategy	2024-09-09 08:05:35 -07:00
moshferatu	337436e651	Add short trade rules to the 2-Period RSI strategy documentation	2024-09-09 07:54:49 -07:00
moshferatu	9a38394cf8	Update names of long and short term trend moving averages in 2-Period RSI strategy to make them more generic	2024-09-09 07:06:10 -07:00
moshferatu	05d976f017	Add rules to 2-Period RSI strategy documentation	2024-09-09 06:58:14 -07:00
moshferatu	60fd052e0b	Add description to 2-Period RSI strategy documentation	2024-09-09 06:38:53 -07:00
moshferatu	e73b979161	Initial commit of 2-Period RSI strategy README	2024-09-09 06:34:33 -07:00
moshferatu	85b31cb6aa	Move 2-Period RSI strategy into a separate directory	2024-09-09 06:30:11 -07:00
moshferatu	9af6f9d497	Add QQQ backtest results for daily reversal strategy	2024-09-05 05:10:43 -07:00
moshferatu	5164ce761e	Add SPY backtest results for daily reversal strategy	2024-09-05 05:08:41 -07:00
moshferatu	98869ac6a5	Add SPX backtest results for daily reversal strategy	2024-09-05 05:05:38 -07:00
moshferatu	9782aef910	Add documentation regarding usage of 1-minute data series to daily reversal strategy	2024-09-05 04:59:43 -07:00
moshferatu	5a9e9c825f	Add parameter documentation for daily reversal strategy	2024-09-05 04:45:04 -07:00
moshferatu	b821a6da24	Add a configuration setting for position size to daily reversal strategy	2024-09-05 04:43:13 -07:00
moshferatu	f16f801dd1	Add rules to daily reversal strategy documentation	2024-09-05 04:38:10 -07:00
moshferatu	5fb0bb7891	Give credit to u/Russ_CW for the original strategy idea	2024-09-05 04:33:10 -07:00
moshferatu	ddf32611f3	Initial commit of daily reversal strategy README	2024-09-05 04:27:46 -07:00
moshferatu	b5dc7f78f4	Initial commit of daily reversal strategy	2024-09-05 04:26:33 -07:00
moshferatu	2f807d39d7	Add documentation regarding parameters to Intraday Weakness strategy	2024-09-04 10:49:51 -07:00
moshferatu	4b34db174b	Add MSFT 3% limit order entry backtest results to Intraday Weakness strategy	2024-09-04 07:17:23 -07:00
moshferatu	6e9921b1e3	Add disclaimer regarding the average volume and share price rules for the Intraday Weakness strategy	2024-09-04 07:09:55 -07:00
moshferatu	c9200bb78f	Add MSFT backtest results for Intraday Weakness strategy	2024-09-04 07:04:32 -07:00
moshferatu	4a530c6862	Add QQQ backtest results for Intraday Weakness strategy	2024-09-04 06:59:13 -07:00
moshferatu	d511b658ef	Add SPY backtest results for Intraday Weakness strategy	2024-09-04 06:56:01 -07:00
moshferatu	52ab93edf1	Add backtest result disclaimer to Intraday Weakness strategy documentation	2024-09-04 06:43:00 -07:00
moshferatu	98cf34a104	Add strategy rules to Intraday Weakness bot documentation	2024-09-04 06:28:16 -07:00
moshferatu	ed8287ff3c	Initial commit of Intraday Weakness strategy README	2024-09-04 06:23:53 -07:00
moshferatu	d16255a8cd	Initial commit of Intraday Weakness strategy	2024-09-04 06:21:40 -07:00
moshferatu	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
moshferatu	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
moshferatu	7eb247ff01	Add QQQ backtest results for Overnight strategy	2024-09-03 07:32:42 -07:00
moshferatu	502bd29724	Trivial wording change in Overnight strategy documentation	2024-09-03 06:33:29 -07:00
moshferatu	3630fdf3ba	Trivial formatting change to Overnight strategy documentation	2024-09-03 06:29:46 -07:00
moshferatu	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
moshferatu	02f05d8545	Add SPY backtest results for Overnight strategy	2024-09-03 06:21:45 -07:00
moshferatu	dd81518bb6	Add parameters to Overnight strategy documentation	2024-09-03 06:13:28 -07:00
moshferatu	46938e91b0	Add optional trend filter to Overnight strategy	2024-09-03 06:10:17 -07:00
moshferatu	9808dea300	Initial commit of Overnight strategy documentation	2024-09-03 05:47:54 -07:00
moshferatu	9a8f678521	Initial commit of Overnight strategy	2024-09-03 05:47:34 -07:00
moshferatu	1344e6f6cf	Update 2007-2024 SPY backtest results for VWAP trend strategy	2024-09-02 07:55:07 -07:00
moshferatu	1cf4f063d6	Update 2007-2024 QQQ backtest results for VWAP trend strategy	2024-09-02 07:51:01 -07:00
moshferatu	fc686f8bfb	Update 2010-2024 TQQQ backtest results for VWAP trend strategy	2024-09-02 07:45:54 -07:00
moshferatu	18fc3239b6	Update 2018-2024 TQQQ backtest results for VWAP trend strategy	2024-09-02 07:42:46 -07:00
moshferatu	739d9b0b69	Add ES backtest results for VWAP trend strategy	2024-09-02 06:33:56 -07:00
moshferatu	a453c1b0fd	Add NQ backtest results for VWAP trend strategy	2024-09-02 06:30:25 -07:00
moshferatu	22750bcd5d	Trivial change to move date outside of link to VWAP trend strategy paper	2024-09-02 06:13:58 -07:00
moshferatu	51f2bf40b1	Remove unnecessary comment from top of VWAP trend strategy	2024-09-02 06:13:05 -07:00
moshferatu	91d23a93ae	Update VWAP trend strategy documentation	2024-09-02 06:11:03 -07:00
moshferatu	bfeb87990b	Add default value for exit threshold property to RSI divergence strategy documentation	2024-09-01 05:48:06 -07:00
moshferatu	fb6ffc3bda	Add documentation for RSI divergence strategy parameters	2024-09-01 05:44:45 -07:00
moshferatu	88b11a33ad	Add /NQ backtest results for RSI divergence strategy	2024-08-31 06:48:01 -07:00
moshferatu	a8d2c270a8	Add /ES backtest results for RSI divergence strategy	2024-08-31 06:44:07 -07:00
moshferatu	ab5b2f1a05	Add ETF secion to RSI divergence strategy backtest result documentation	2024-08-31 06:41:30 -07:00
moshferatu	2057287788	Add QQQ backtest results for RSI divergence strategy	2024-08-31 06:38:35 -07:00
moshferatu	61eb06950f	Add backtest results for SPY for RSI divergence strategy	2024-08-31 06:29:38 -07:00
moshferatu	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
moshferatu	5c67629db4	Add exit RSI threshold to RSI divergence strategy	2024-08-31 06:21:17 -07:00
moshferatu	8fc49bf60d	Add a configuration property to the RSI divergence strategy for setting the divergence period	2024-08-31 06:18:21 -07:00
moshferatu	9e0590bad7	Add RSI period and smoothing properties to RSI divergence strategy	2024-08-31 06:15:18 -07:00
moshferatu	5562b05589	Remove equal position sizing from RSI divergence strategy	2024-08-31 06:11:53 -07:00
moshferatu	0d2dd3509a	Add RSI divergence strategy overview and rules to documentation	2024-08-31 06:08:44 -07:00
moshferatu	6f0d075ca3	Remove existing VIX 5% strategy implementation	2024-08-30 13:07:19 -07:00
moshferatu	14931b4cf0	Document the parameters of the VIX 5% strategy	2024-08-30 12:44:13 -07:00
moshferatu	df93536d35	Make the entry and exit percent thresholds configurable	2024-08-30 12:41:21 -07:00
moshferatu	8fc2a82fdf	Add QQQ backtest results for VIX 5% strategy	2024-08-30 12:18:59 -07:00
moshferatu	35c299eb56	Add backtest results for SPY for the VIX 5% strategy	2024-08-30 12:15:04 -07:00
moshferatu	9bcd75ca96	Initial commit of VIX 5% strategy	2024-08-30 12:12:13 -07:00
moshferatu	abefd79b08	Initial commit of documentation for VIX 5% strategy	2024-08-30 12:08:53 -07:00
moshferatu	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
moshferatu	78f439a5a2	Trivial typo correction in Knife Catcher documentation	2024-08-30 08:38:51 -07:00
moshferatu	18723c7901	Add documentation for down day streak parameter of Knife Catcher strategy	2024-08-30 08:38:06 -07:00
moshferatu	4a711e1969	Add down day streak parameter to Knife Catcher strategy	2024-08-30 08:36:51 -07:00
moshferatu	91650d6cca	Add Bars to Exit parameter documentation for Knife Catcher strategy	2024-08-30 08:27:05 -07:00
moshferatu	0a9ba87f8c	Add Bars to Exit parameter to Knife Catcher strategy	2024-08-30 08:25:56 -07:00
moshferatu	4d6eb2ff97	Add QQQ backtest results for Knife Catcher strategy	2024-08-30 08:04:12 -07:00
moshferatu	c53a4fed61	Add Knife Catcher Bot implementation	2024-08-30 08:01:00 -07:00
moshferatu	8515606e53	Add SPY backtest results for Knife Catcher strategy	2024-08-30 08:00:05 -07:00
moshferatu	154eeb54c3	Trivial correction in Knife Catcher strategy documentation	2024-08-30 07:55:07 -07:00
moshferatu	a147bcfdfb	Initial commit of README for Knife Catcher Bot	2024-08-30 07:52:29 -07:00
moshferatu	0a93489fff	Add link to Short Term Trading Strategies That Work repository	2024-08-30 05:52:12 -07:00
moshferatu	0bfd3d0845	Add parameters to 10-day low strategy documentation	2024-08-30 05:29:09 -07:00
moshferatu	2fbf175ca1	Add parameters to 10-day low strategy	2024-08-30 05:28:35 -07:00
moshferatu	a6c26c7aac	Correction to 10-Day low strategy rules	2024-08-29 18:08:52 -07:00
moshferatu	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
moshferatu	ce888a1b54	Add documentation and backtest results for 10-Day Low Bot	2024-08-29 12:18:54 -07:00
moshferatu	38e2134a18	Trivial wording change in ConnorsRSI indicator documentation	2024-08-29 05:30:24 -07:00
moshferatu	ca318a29a6	Add ConnorsRSI strategy parameter documentation	2024-08-28 12:28:06 -07:00
moshferatu	f25f905e6a	Update ConnorsRSI strategy rules to mention default indicator parameters	2024-08-28 12:22:18 -07:00
moshferatu	605186b051	Add parameters to ConnorsRSI strategy	2024-08-28 12:21:08 -07:00
moshferatu	e88805509a	Add description to ConnorsRSI strategy	2024-08-28 12:15:45 -07:00
moshferatu	cc8930db67	Add additional documentation for the ConnorsRSI strategy	2024-08-28 12:02:47 -07:00
moshferatu	bd9e465dfe	Add QQQ backtest results for ConnorsRSI strategy	2024-08-28 11:44:50 -07:00
moshferatu	34e71aa33d	Add SPY backtest results for ConnorsRSI bot	2024-08-27 12:47:23 -07:00
moshferatu	8d4a805b6e	Add ConnorsRSI Bot	2024-08-27 12:43:08 -07:00
moshferatu	fcb7b6bdc8	Add weekly backtest results to monthly momentum bot out of curiosity	2024-08-21 13:54:39 -07:00
moshferatu	716dfa95cc	Add QQQ backtest results for the Monthly Momentum Bot	2024-08-20 06:19:20 -07:00
moshferatu	f6177f314e	Add Monthly Momentum Bot backtest results for SPY	2024-08-20 06:16:28 -07:00
moshferatu	de03f812c6	Initial commit of Monthly Momentum Bot README	2024-08-20 06:13:17 -07:00
moshferatu	075b5906e3	Move Monthly Momentum Bot into a separate directory	2024-08-20 06:06:58 -07:00
moshferatu	8445774d7c	Initial commit of Monthly Momentum Bot	2024-08-20 06:06:20 -07:00
moshferatu	720b9c252a	Add RSI PowerZones Bot taken from chapter 2 of Buy the Fear, Sell the Greed	2024-08-11 07:43:59 -07:00
moshferatu	46e15015e4	Trivial change to override DispalyName in 3-Day Trade Bot	2024-08-10 05:45:34 -07:00
moshferatu	0909bee23c	Add 1st Cross Bot, taken from chapter 24 of Kaufman Constructs Trading Systems	2024-08-07 06:01:48 -07:00
moshferatu	3c0661b4bb	Initial commit of 3-Day Trade strategy, taken from Kaufman Constructs Trading Systems	2024-08-06 07:14:53 -07:00
moshferatu	b21523e6f1	Add strategy based on Williams %R	2024-08-04 07:01:14 -07:00
moshferatu	9cfcf66650	Add Triple Moving Average Slope Bot	2024-08-03 05:15:38 -07:00
moshferatu	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
moshferatu	77841593e5	Remove BarsRequiredToTrade from Triple Moving Average Bot	2024-07-31 14:00:20 -07:00
moshferatu	f9b4da8b4a	Trivial formatting changes to Cumulative RSI Bot parameters	2024-07-27 10:49:39 -07:00
moshferatu	c459ae01c1	Re-order Cumulative RSI Bot parameters	2024-07-27 10:48:32 -07:00
moshferatu	da4ac632ca	Add separate property for cumulative RSI period	2024-07-27 10:46:59 -07:00
moshferatu	fb5a073eac	Add VIX 5% Bot, taken from Chapter 5 of Short Term Trading Strategies That Work	2024-07-21 05:53:36 -07:00
moshferatu	bdac441f1e	Initial commit of 2 Period RSI strategy taken from Short Term Trading Strategies That Work	2024-07-20 05:39:13 -07:00
moshferatu	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
moshferatu	593b02afa9	Initial commit of Triple Moving Average bot	2024-07-16 11:08:52 -07:00
moshferatu	16bcbd63da	Initial commit of Pivot Bot	2024-07-15 11:46:52 -07:00
moshferatu	b78c16409c	Actually commit code for 3CR bot (oops!)	2024-07-12 14:27:10 -07:00
moshferatu	0523d06e12	Initial commit of 3CR bot	2024-07-12 14:23:06 -07:00
moshferatu	a77f3f9288	Initial commit of RSI divergence strategy README	2024-07-10 19:17:14 -07:00