Commit Graph

664 Commits

Author SHA1 Message Date
173085c0a0 Add RSI indicator to RSI 25 / 75 strategy 2024-09-24 06:51:11 -07:00
451093a75c Add long-term trend simple moving average to RSI 25 / 75 strategy 2024-09-24 06:49:30 -07:00
52b9985714 Override DisplayName for RSI 25 / 75 strategy 2024-09-24 06:47:21 -07:00
1457cfe731 Add description to RSI 25 / 75 strategy 2024-09-24 06:46:35 -07:00
c57f1f827d Add rules to RSI 25 / 75 strategy documentation 2024-09-24 06:44:42 -07:00
ee4daebcba Add description to RSI 25 / 75 strategy documentation 2024-09-24 06:42:51 -07:00
9a3c0ac9f2 Initial commit of RSI 25 / 75 strategy README 2024-09-24 06:39:56 -07:00
9551301cd9 Initial commit of RSI 25 / 75 strategy 2024-09-24 06:39:23 -07:00
64060f83ad Utilize forward fill method directly on combined backtest data frame in order to prevent deprecation warning 2024-09-23 12:38:18 -07:00
c7a0c5e02a Add documentation regarding the combine backtest result script 2024-09-23 12:30:10 -07:00
5e22599c7c Initial commit of strategy analysis utilities README 2024-09-23 12:24:23 -07:00
7bc3d7d5a2 Initial commit of script to combine backtest results from the strategy analyzer 2024-09-23 12:23:16 -07:00
41c7775dff Use cached backtest result images in 2-Period RSI strategy documentation 2024-09-23 08:18:58 -07:00
b437dc4748 Use cached backtest result images in Intraday Weakness strategy documentation 2024-09-23 08:10:56 -07:00
eba6921713 Use cached backtest result images in Overnight strategy documentation 2024-09-23 08:06:50 -07:00
3bad46485e Use cached backtest result images in VIX 5% strategy documentation 2024-09-23 08:02:27 -07:00
dc4fbeefbe Use cached backtest result images in Knife Catcher strategy documentation 2024-09-23 08:00:02 -07:00
a9872968eb Use cached backtest result images in 10-Day Low strategy documentation 2024-09-23 07:57:33 -07:00
d0283ddbad Add XLF backtest results for TRIN strategy 2024-09-23 06:54:39 -07:00
ef42d7f75a Add XLE backtest results for TRIN strategy 2024-09-23 06:43:04 -07:00
da999695b6 Add DIA backtest results for TRIN strategy 2024-09-23 06:39:07 -07:00
54d85bb4f2 Add QQQ backtest results for TRIN strategy 2024-09-23 06:34:10 -07:00
5b7375689b Add note regarding TRIN value readings 2024-09-23 06:31:24 -07:00
59128185f8 Add SPY backtest results for TRIN strategy 2024-09-23 06:26:20 -07:00
982096b45f Add parameters to TRIN strategy documentation 2024-09-23 06:21:26 -07:00
d949e8166a Make the number of days TRIN has to be above the threshold configurable 2024-09-23 06:16:33 -07:00
eca0130dbc Add TRIN entry threshold property 2024-09-23 06:09:55 -07:00
4731a6a57b Consolidate current bar validations 2024-09-23 06:07:13 -07:00
49031b8309 Add RSI entry and exit treshold properties 2024-09-23 05:51:16 -07:00
c33d61924b Rename long-term trend moving average 2024-09-23 05:49:05 -07:00
7ef459fbda Add RSI parameters to TRIN strategy 2024-09-23 05:47:10 -07:00
12b8b3abff Add long-term trend period property to TRIN strategy 2024-09-22 19:12:59 -07:00
746d89984a Add rules to TRIN strategy documentation 2024-09-21 06:41:51 -07:00
d230a4a41f Add description to TRIN strategy 2024-09-21 06:38:27 -07:00
56fc6f1698 Remove unused imports 2024-09-21 06:37:37 -07:00
783d124320 Add description to TRIN strategy documentation 2024-09-21 06:36:25 -07:00
4d6696bb9d Initial commit of TRIN strategy README 2024-09-21 06:33:57 -07:00
15f7872e36 Initial commit of TRIN strategy 2024-09-21 06:32:21 -07:00
9c32f0366f Add description to Short strategy 2024-09-21 06:31:14 -07:00
2409713adc Add QQQ backtest results for Short strategy 2024-09-20 06:50:45 -07:00
59fe427fe2 Add SPY backtest results for Short strategy 2024-09-20 06:36:48 -07:00
e753c22bee Add parameters to Short strategy documentation 2024-09-20 06:26:45 -07:00
383592e46f Add rules to Short strategy documentation 2024-09-20 06:19:14 -07:00
052a130542 Update Short strategy description 2024-09-20 06:15:32 -07:00
1e11b84a44 Remove disclaimer as it is unnecessary 2024-09-20 06:14:45 -07:00
87a2a9204b Initial commit of Short strategy README 2024-09-20 06:13:45 -07:00
652d9eac3f Initial commit of Short strategy 2024-09-20 05:51:42 -07:00
bfa9070a48 Add VIX threshold percentage parameter to VIX Stretches strategy 2024-09-19 07:38:46 -07:00
fe182591e1 Make the percentage above the VIX moving average configurable 2024-09-19 07:37:14 -07:00
4ed36e48bd Add IWM backtest results for VIX RSI strategy 2024-09-19 05:44:53 -07:00