Commit Graph

596 Commits

Author SHA1 Message Date
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
bcb34e1b1d Add DIA backtest results for VIX RSI strategy 2024-09-19 05:41:09 -07:00
97d1f2360a Add QQQ backtest results for VIX RSI strategy 2024-09-19 05:37:35 -07:00
b91166abbc Add SPY backtest results for VIX RSI strategy 2024-09-19 05:33:36 -07:00
922a913d07 Trivial hyphenation in parameter name 2024-09-19 05:30:14 -07:00
2b4fa001f5 Trivial hyphenation in parameter name 2024-09-19 05:29:46 -07:00
46a737b26d Add parameters to VIX RSI strategy documentation 2024-09-19 05:28:20 -07:00
947dc78748 Add rules to VIX RSI strategy documentation 2024-09-19 05:13:12 -07:00
9f13ca91ab Add description to VIX RSI strategy documentation 2024-09-19 05:09:23 -07:00
29bafbf026 Initial commit of VIX RSI strategy README 2024-09-19 05:08:06 -07:00
43a6bb2e7d Initial commit of VIX RSI strategy 2024-09-19 05:05:47 -07:00
b51fd2c3c6 Add DIA backtest results for VIX Stretches strategy 2024-09-18 07:56:22 -07:00
feba05d1bf Add QQQ backtest results for VIX Stretches strategy 2024-09-18 07:53:13 -07:00
bf48867269 Add disclaimer / warning to VIX Stretches strategy documentation 2024-09-18 07:49:23 -07:00
914e15759e Add SPY backtest results for VIX Stretches strategy 2024-09-18 07:41:51 -07:00
c21c723a8f Add parameters to VIX Stretches strategy documentation 2024-09-18 07:32:53 -07:00
37cc814ab0 Add rules to VIX Stretches strategy 2024-09-18 07:28:20 -07:00
9e8c4334d2 Add description to VIX Stretches strategy documentation 2024-09-18 07:24:47 -07:00
f78c468bca Initial commit of VIX Stretches README 2024-09-18 07:23:54 -07:00