Commit Graph

686 Commits

Author SHA1 Message Date
12abf370d9 Add parameters to R3 strategy documentation 2024-09-25 08:21:13 -07:00
38f7e6e9cf Override DisplayName in 3-Day High / Low strategy 2024-09-25 07:06:34 -07:00
07b1b6d72a Override DisplayName in R3 strategy 2024-09-25 07:06:02 -07:00
71c28ce918 Initial commit of R3 strategy 2024-09-25 07:02:38 -07:00
aef375335f Add short rules to R3 strategy 2024-09-25 06:28:13 -07:00
e3985b6ec8 Add long rules to R3 strategy 2024-09-25 06:27:47 -07:00
8357df1e58 Add description to R3 strategy documentation 2024-09-25 06:26:16 -07:00
a9f8409046 Initial commit of R3 strategy README 2024-09-25 06:23:15 -07:00
41077512f8 Override DisplayName in VIX RSI strategy 2024-09-25 06:12:00 -07:00
304535ba87 Make sure the backtest result path and plot title default to empty 2024-09-24 12:54:01 -07:00
e14bb66ad1 Add aggregated sector ETF backtest results for RSI 25 / 75 strategy 2024-09-24 12:51:37 -07:00
7726afddb4 Add QQQ backtest results for RSI 25 / 75 strategy 2024-09-24 07:58:39 -07:00
590b03a38b Add SPY backtest results for RSI 25 / 75 strategy 2024-09-24 07:55:49 -07:00
c6b58de8e3 Remove unnecessary settings from RSI 25 / 75 strategy 2024-09-24 07:52:40 -07:00
bdd16ffc6e Allow for taking up to 2 trades in either direction in order to support aggressive entries in RSI 25 / 75 strategy 2024-09-24 07:50:57 -07:00
ed7d90f847 Trivial correction in RSI 25 / 75 strategy documentation 2024-09-24 07:48:40 -07:00
f5308decc0 Add parameters to RSI 25 / 75 strategy documentation 2024-09-24 07:46:52 -07:00
b351767b29 Add long and short entry / exit logic to RSI 25 / 75 strategy 2024-09-24 07:40:51 -07:00
09785f6b22 Add long and short RSI entry and exit thresholds to RSI 25 / 75 strategy 2024-09-24 07:35:31 -07:00
19de52b5f7 Add properties for enabling long, short, and aggressive trade entries to RSI 25 / 75 strategy 2024-09-24 06:55:11 -07:00
31acb619cf Add guard clause to prevent trading before there are enough bars in RSI 25 / 75 strategy 2024-09-24 06:53:39 -07:00
10423ab6cc Remove unused imports from RSI 25 / 75 strategy 2024-09-24 06:51:55 -07:00
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