167 Commits

Author	SHA1	Message	Date
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