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f16f801dd1
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Add rules to daily reversal strategy documentation
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2024-09-05 04:38:10 -07:00 |
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5fb0bb7891
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Give credit to u/Russ_CW for the original strategy idea
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2024-09-05 04:33:10 -07:00 |
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ddf32611f3
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Initial commit of daily reversal strategy README
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2024-09-05 04:27:46 -07:00 |
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b5dc7f78f4
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Initial commit of daily reversal strategy
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2024-09-05 04:26:33 -07:00 |
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2f807d39d7
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Add documentation regarding parameters to Intraday Weakness strategy
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2024-09-04 10:49:51 -07:00 |
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4b34db174b
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Add MSFT 3% limit order entry backtest results to Intraday Weakness strategy
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2024-09-04 07:17:23 -07:00 |
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6e9921b1e3
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Add disclaimer regarding the average volume and share price rules for the Intraday Weakness strategy
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2024-09-04 07:09:55 -07:00 |
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c9200bb78f
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Add MSFT backtest results for Intraday Weakness strategy
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2024-09-04 07:04:32 -07:00 |
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4a530c6862
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Add QQQ backtest results for Intraday Weakness strategy
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2024-09-04 06:59:13 -07:00 |
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d511b658ef
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Add SPY backtest results for Intraday Weakness strategy
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2024-09-04 06:56:01 -07:00 |
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52ab93edf1
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Add backtest result disclaimer to Intraday Weakness strategy documentation
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2024-09-04 06:43:00 -07:00 |
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98cf34a104
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Add strategy rules to Intraday Weakness bot documentation
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2024-09-04 06:28:16 -07:00 |
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ed8287ff3c
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Initial commit of Intraday Weakness strategy README
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2024-09-04 06:23:53 -07:00 |
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d16255a8cd
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Initial commit of Intraday Weakness strategy
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2024-09-04 06:21:40 -07:00 |
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08d136cb4b
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Add QQQ backtest results for Overnight strategy using a 200-day simple moving average trend filter
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2024-09-03 07:41:33 -07:00 |
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24350a40de
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Add SPY backtest results for Overnight strategy using a 200-day simple moving average trend filter
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2024-09-03 07:37:04 -07:00 |
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7eb247ff01
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Add QQQ backtest results for Overnight strategy
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2024-09-03 07:32:42 -07:00 |
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502bd29724
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Trivial wording change in Overnight strategy documentation
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2024-09-03 06:33:29 -07:00 |
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3630fdf3ba
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Trivial formatting change to Overnight strategy documentation
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2024-09-03 06:29:46 -07:00 |
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eebeb20060
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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
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2024-09-03 06:27:31 -07:00 |
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02f05d8545
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Add SPY backtest results for Overnight strategy
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2024-09-03 06:21:45 -07:00 |
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dd81518bb6
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Add parameters to Overnight strategy documentation
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2024-09-03 06:13:28 -07:00 |
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46938e91b0
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Add optional trend filter to Overnight strategy
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2024-09-03 06:10:17 -07:00 |
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9808dea300
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Initial commit of Overnight strategy documentation
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2024-09-03 05:47:54 -07:00 |
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9a8f678521
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Initial commit of Overnight strategy
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2024-09-03 05:47:34 -07:00 |
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1344e6f6cf
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Update 2007-2024 SPY backtest results for VWAP trend strategy
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2024-09-02 07:55:07 -07:00 |
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1cf4f063d6
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Update 2007-2024 QQQ backtest results for VWAP trend strategy
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2024-09-02 07:51:01 -07:00 |
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fc686f8bfb
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Update 2010-2024 TQQQ backtest results for VWAP trend strategy
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2024-09-02 07:45:54 -07:00 |
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18fc3239b6
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Update 2018-2024 TQQQ backtest results for VWAP trend strategy
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2024-09-02 07:42:46 -07:00 |
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739d9b0b69
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Add ES backtest results for VWAP trend strategy
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2024-09-02 06:33:56 -07:00 |
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a453c1b0fd
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Add NQ backtest results for VWAP trend strategy
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2024-09-02 06:30:25 -07:00 |
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22750bcd5d
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Trivial change to move date outside of link to VWAP trend strategy paper
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2024-09-02 06:13:58 -07:00 |
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51f2bf40b1
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Remove unnecessary comment from top of VWAP trend strategy
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2024-09-02 06:13:05 -07:00 |
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91d23a93ae
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Update VWAP trend strategy documentation
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2024-09-02 06:11:03 -07:00 |
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bfeb87990b
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Add default value for exit threshold property to RSI divergence strategy documentation
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2024-09-01 05:48:06 -07:00 |
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fb6ffc3bda
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Add documentation for RSI divergence strategy parameters
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2024-09-01 05:44:45 -07:00 |
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88b11a33ad
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Add /NQ backtest results for RSI divergence strategy
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2024-08-31 06:48:01 -07:00 |
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a8d2c270a8
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Add /ES backtest results for RSI divergence strategy
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2024-08-31 06:44:07 -07:00 |
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ab5b2f1a05
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Add ETF secion to RSI divergence strategy backtest result documentation
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2024-08-31 06:41:30 -07:00 |
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2057287788
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Add QQQ backtest results for RSI divergence strategy
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2024-08-31 06:38:35 -07:00 |
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61eb06950f
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Add backtest results for SPY for RSI divergence strategy
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2024-08-31 06:29:38 -07:00 |
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399ba5a35c
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Prevent trades in the RSI divergence strategy only until there are at least divergence period bars available
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2024-08-31 06:25:59 -07:00 |
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5c67629db4
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Add exit RSI threshold to RSI divergence strategy
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2024-08-31 06:21:17 -07:00 |
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8fc49bf60d
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Add a configuration property to the RSI divergence strategy for setting the divergence period
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2024-08-31 06:18:21 -07:00 |
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9e0590bad7
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Add RSI period and smoothing properties to RSI divergence strategy
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2024-08-31 06:15:18 -07:00 |
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5562b05589
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Remove equal position sizing from RSI divergence strategy
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2024-08-31 06:11:53 -07:00 |
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0d2dd3509a
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Add RSI divergence strategy overview and rules to documentation
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2024-08-31 06:08:44 -07:00 |
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6f0d075ca3
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Remove existing VIX 5% strategy implementation
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2024-08-30 13:07:19 -07:00 |
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14931b4cf0
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Document the parameters of the VIX 5% strategy
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2024-08-30 12:44:13 -07:00 |
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df93536d35
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Make the entry and exit percent thresholds configurable
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2024-08-30 12:41:21 -07:00 |
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