Commit Graph

307 Commits

Author SHA1 Message Date
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
51f2bf40b1 Remove unnecessary comment from top of VWAP trend strategy 2024-09-02 06:13:05 -07:00
91d23a93ae Update VWAP trend strategy documentation 2024-09-02 06:11:03 -07:00
bfeb87990b Add default value for exit threshold property to RSI divergence strategy documentation 2024-09-01 05:48:06 -07:00
fb6ffc3bda Add documentation for RSI divergence strategy parameters 2024-09-01 05:44:45 -07:00
88b11a33ad Add /NQ backtest results for RSI divergence strategy 2024-08-31 06:48:01 -07:00
a8d2c270a8 Add /ES backtest results for RSI divergence strategy 2024-08-31 06:44:07 -07:00
ab5b2f1a05 Add ETF secion to RSI divergence strategy backtest result documentation 2024-08-31 06:41:30 -07:00
2057287788 Add QQQ backtest results for RSI divergence strategy 2024-08-31 06:38:35 -07:00
61eb06950f Add backtest results for SPY for RSI divergence strategy 2024-08-31 06:29:38 -07:00
399ba5a35c Prevent trades in the RSI divergence strategy only until there are at least divergence period bars available 2024-08-31 06:25:59 -07:00
5c67629db4 Add exit RSI threshold to RSI divergence strategy 2024-08-31 06:21:17 -07:00
8fc49bf60d Add a configuration property to the RSI divergence strategy for setting the divergence period 2024-08-31 06:18:21 -07:00
9e0590bad7 Add RSI period and smoothing properties to RSI divergence strategy 2024-08-31 06:15:18 -07:00
5562b05589 Remove equal position sizing from RSI divergence strategy 2024-08-31 06:11:53 -07:00
0d2dd3509a Add RSI divergence strategy overview and rules to documentation 2024-08-31 06:08:44 -07:00
6f0d075ca3 Remove existing VIX 5% strategy implementation 2024-08-30 13:07:19 -07:00
14931b4cf0 Document the parameters of the VIX 5% strategy 2024-08-30 12:44:13 -07:00
df93536d35 Make the entry and exit percent thresholds configurable 2024-08-30 12:41:21 -07:00
8fc2a82fdf Add QQQ backtest results for VIX 5% strategy 2024-08-30 12:18:59 -07:00
35c299eb56 Add backtest results for SPY for the VIX 5% strategy 2024-08-30 12:15:04 -07:00
9bcd75ca96 Initial commit of VIX 5% strategy 2024-08-30 12:12:13 -07:00
abefd79b08 Initial commit of documentation for VIX 5% strategy 2024-08-30 12:08:53 -07:00
f1a5e26cac Make it more clear that the Knife Catcher strategy is a swing trading strategy in the documentation 2024-08-30 08:39:44 -07:00
78f439a5a2 Trivial typo correction in Knife Catcher documentation 2024-08-30 08:38:51 -07:00
18723c7901 Add documentation for down day streak parameter of Knife Catcher strategy 2024-08-30 08:38:06 -07:00
4a711e1969 Add down day streak parameter to Knife Catcher strategy 2024-08-30 08:36:51 -07:00
91650d6cca Add Bars to Exit parameter documentation for Knife Catcher strategy 2024-08-30 08:27:05 -07:00
0a9ba87f8c Add Bars to Exit parameter to Knife Catcher strategy 2024-08-30 08:25:56 -07:00
4d6eb2ff97 Add QQQ backtest results for Knife Catcher strategy 2024-08-30 08:04:12 -07:00
c53a4fed61 Add Knife Catcher Bot implementation 2024-08-30 08:01:00 -07:00
8515606e53 Add SPY backtest results for Knife Catcher strategy 2024-08-30 08:00:05 -07:00
154eeb54c3 Trivial correction in Knife Catcher strategy documentation 2024-08-30 07:55:07 -07:00
a147bcfdfb Initial commit of README for Knife Catcher Bot 2024-08-30 07:52:29 -07:00
0a93489fff Add link to Short Term Trading Strategies That Work repository 2024-08-30 05:52:12 -07:00
0bfd3d0845 Add parameters to 10-day low strategy documentation 2024-08-30 05:29:09 -07:00
2fbf175ca1 Add parameters to 10-day low strategy 2024-08-30 05:28:35 -07:00
a6c26c7aac Correction to 10-Day low strategy rules 2024-08-29 18:08:52 -07:00
d05aebd90e Add 10-Day Low Bot taken from chapter 2 of Short Term Trading Strategies That Work 2024-08-29 12:30:37 -07:00
ce888a1b54 Add documentation and backtest results for 10-Day Low Bot 2024-08-29 12:18:54 -07:00
a497d0dfc5 Add documentation for the ATR Regime indicator 2024-08-29 08:29:08 -07:00
524ea0b41c Move ATR Regime indicator into a separate directory 2024-08-29 08:10:52 -07:00