Commit Graph

348 Commits

Author SHA1 Message Date
901c2597bd Add plots to VWAP indicator documentation 2024-09-07 06:37:57 -07:00
b9c39e84d0 Add screenshot of VWAP indicator showing upper and lower standard deviation plots 2024-09-07 06:30:29 -07:00
438923780e Add screenshot of VWAP indicator with default settings 2024-09-07 06:28:31 -07:00
e099a4c7af Add public series for upper and lower VWAP standard deviations 2024-09-06 20:43:11 -07:00
37dc01ad22 Add parameter documentation to VWAP indicator 2024-09-06 07:28:11 -07:00
127fe84822 Change name of chart precision when displayed to the user 2024-09-06 07:22:17 -07:00
0a33f80fcd Add description to VWAP documentation 2024-09-06 07:15:05 -07:00
bc352fe36c Default to using typical price in VWAP calculation 2024-09-06 07:05:22 -07:00
0c6390b57a Re-organize the properties of the Display attributes 2024-09-06 07:02:41 -07:00
b2f46a1e43 Initial commit of VWAP indicator README 2024-09-06 07:01:02 -07:00
a8427cfde1 Move VWAP indicator to separate directory 2024-09-06 07:00:33 -07:00
8374da9e6b Add standard deviation to VWAP indicator 2024-09-06 06:59:56 -07:00
9af6f9d497 Add QQQ backtest results for daily reversal strategy 2024-09-05 05:10:43 -07:00
5164ce761e Add SPY backtest results for daily reversal strategy 2024-09-05 05:08:41 -07:00
98869ac6a5 Add SPX backtest results for daily reversal strategy 2024-09-05 05:05:38 -07:00
9782aef910 Add documentation regarding usage of 1-minute data series to daily reversal strategy 2024-09-05 04:59:43 -07:00
5a9e9c825f Add parameter documentation for daily reversal strategy 2024-09-05 04:45:04 -07:00
b821a6da24 Add a configuration setting for position size to daily reversal strategy 2024-09-05 04:43:13 -07:00
f16f801dd1 Add rules to daily reversal strategy documentation 2024-09-05 04:38:10 -07:00
5fb0bb7891 Give credit to u/Russ_CW for the original strategy idea 2024-09-05 04:33:10 -07:00
ddf32611f3 Initial commit of daily reversal strategy README 2024-09-05 04:27:46 -07:00
b5dc7f78f4 Initial commit of daily reversal strategy 2024-09-05 04:26:33 -07:00
2f807d39d7 Add documentation regarding parameters to Intraday Weakness strategy 2024-09-04 10:49:51 -07:00
4b34db174b Add MSFT 3% limit order entry backtest results to Intraday Weakness strategy 2024-09-04 07:17:23 -07:00
6e9921b1e3 Add disclaimer regarding the average volume and share price rules for the Intraday Weakness strategy 2024-09-04 07:09:55 -07:00
c9200bb78f Add MSFT backtest results for Intraday Weakness strategy 2024-09-04 07:04:32 -07:00
4a530c6862 Add QQQ backtest results for Intraday Weakness strategy 2024-09-04 06:59:13 -07:00
d511b658ef Add SPY backtest results for Intraday Weakness strategy 2024-09-04 06:56:01 -07:00
52ab93edf1 Add backtest result disclaimer to Intraday Weakness strategy documentation 2024-09-04 06:43:00 -07:00
98cf34a104 Add strategy rules to Intraday Weakness bot documentation 2024-09-04 06:28:16 -07:00
ed8287ff3c Initial commit of Intraday Weakness strategy README 2024-09-04 06:23:53 -07:00
d16255a8cd Initial commit of Intraday Weakness strategy 2024-09-04 06:21:40 -07:00
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
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
7eb247ff01 Add QQQ backtest results for Overnight strategy 2024-09-03 07:32:42 -07:00
502bd29724 Trivial wording change in Overnight strategy documentation 2024-09-03 06:33:29 -07:00
3630fdf3ba Trivial formatting change to Overnight strategy documentation 2024-09-03 06:29:46 -07:00
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
02f05d8545 Add SPY backtest results for Overnight strategy 2024-09-03 06:21:45 -07:00
dd81518bb6 Add parameters to Overnight strategy documentation 2024-09-03 06:13:28 -07:00
46938e91b0 Add optional trend filter to Overnight strategy 2024-09-03 06:10:17 -07:00
9808dea300 Initial commit of Overnight strategy documentation 2024-09-03 05:47:54 -07:00
9a8f678521 Initial commit of Overnight strategy 2024-09-03 05:47:34 -07:00
1344e6f6cf Update 2007-2024 SPY backtest results for VWAP trend strategy 2024-09-02 07:55:07 -07:00
1cf4f063d6 Update 2007-2024 QQQ backtest results for VWAP trend strategy 2024-09-02 07:51:01 -07:00
fc686f8bfb Update 2010-2024 TQQQ backtest results for VWAP trend strategy 2024-09-02 07:45:54 -07:00
18fc3239b6 Update 2018-2024 TQQQ backtest results for VWAP trend strategy 2024-09-02 07:42:46 -07:00
739d9b0b69 Add ES backtest results for VWAP trend strategy 2024-09-02 06:33:56 -07:00
a453c1b0fd Add NQ backtest results for VWAP trend strategy 2024-09-02 06:30:25 -07:00
22750bcd5d Trivial change to move date outside of link to VWAP trend strategy paper 2024-09-02 06:13:58 -07:00