392 Commits

Author	SHA1	Message	Date
moshferatu	590b03a38b	Add SPY backtest results for RSI 25 / 75 strategy	2024-09-24 07:55:49 -07:00
moshferatu	c6b58de8e3	Remove unnecessary settings from RSI 25 / 75 strategy	2024-09-24 07:52:40 -07:00
moshferatu	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
moshferatu	ed7d90f847	Trivial correction in RSI 25 / 75 strategy documentation	2024-09-24 07:48:40 -07:00
moshferatu	f5308decc0	Add parameters to RSI 25 / 75 strategy documentation	2024-09-24 07:46:52 -07:00
moshferatu	b351767b29	Add long and short entry / exit logic to RSI 25 / 75 strategy	2024-09-24 07:40:51 -07:00
moshferatu	09785f6b22	Add long and short RSI entry and exit thresholds to RSI 25 / 75 strategy	2024-09-24 07:35:31 -07:00
moshferatu	19de52b5f7	Add properties for enabling long, short, and aggressive trade entries to RSI 25 / 75 strategy	2024-09-24 06:55:11 -07:00
moshferatu	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
moshferatu	10423ab6cc	Remove unused imports from RSI 25 / 75 strategy	2024-09-24 06:51:55 -07:00
moshferatu	173085c0a0	Add RSI indicator to RSI 25 / 75 strategy	2024-09-24 06:51:11 -07:00
moshferatu	451093a75c	Add long-term trend simple moving average to RSI 25 / 75 strategy	2024-09-24 06:49:30 -07:00
moshferatu	52b9985714	Override DisplayName for RSI 25 / 75 strategy	2024-09-24 06:47:21 -07:00
moshferatu	1457cfe731	Add description to RSI 25 / 75 strategy	2024-09-24 06:46:35 -07:00
moshferatu	c57f1f827d	Add rules to RSI 25 / 75 strategy documentation	2024-09-24 06:44:42 -07:00
moshferatu	ee4daebcba	Add description to RSI 25 / 75 strategy documentation	2024-09-24 06:42:51 -07:00
moshferatu	9a3c0ac9f2	Initial commit of RSI 25 / 75 strategy README	2024-09-24 06:39:56 -07:00
moshferatu	9551301cd9	Initial commit of RSI 25 / 75 strategy	2024-09-24 06:39:23 -07:00
moshferatu	41c7775dff	Use cached backtest result images in 2-Period RSI strategy documentation	2024-09-23 08:18:58 -07:00
moshferatu	b437dc4748	Use cached backtest result images in Intraday Weakness strategy documentation	2024-09-23 08:10:56 -07:00
moshferatu	eba6921713	Use cached backtest result images in Overnight strategy documentation	2024-09-23 08:06:50 -07:00
moshferatu	3bad46485e	Use cached backtest result images in VIX 5% strategy documentation	2024-09-23 08:02:27 -07:00
moshferatu	dc4fbeefbe	Use cached backtest result images in Knife Catcher strategy documentation	2024-09-23 08:00:02 -07:00
moshferatu	a9872968eb	Use cached backtest result images in 10-Day Low strategy documentation	2024-09-23 07:57:33 -07:00
moshferatu	d0283ddbad	Add XLF backtest results for TRIN strategy	2024-09-23 06:54:39 -07:00
moshferatu	ef42d7f75a	Add XLE backtest results for TRIN strategy	2024-09-23 06:43:04 -07:00
moshferatu	da999695b6	Add DIA backtest results for TRIN strategy	2024-09-23 06:39:07 -07:00
moshferatu	54d85bb4f2	Add QQQ backtest results for TRIN strategy	2024-09-23 06:34:10 -07:00
moshferatu	5b7375689b	Add note regarding TRIN value readings	2024-09-23 06:31:24 -07:00
moshferatu	59128185f8	Add SPY backtest results for TRIN strategy	2024-09-23 06:26:20 -07:00
moshferatu	982096b45f	Add parameters to TRIN strategy documentation	2024-09-23 06:21:26 -07:00
moshferatu	d949e8166a	Make the number of days TRIN has to be above the threshold configurable	2024-09-23 06:16:33 -07:00
moshferatu	eca0130dbc	Add TRIN entry threshold property	2024-09-23 06:09:55 -07:00
moshferatu	4731a6a57b	Consolidate current bar validations	2024-09-23 06:07:13 -07:00
moshferatu	49031b8309	Add RSI entry and exit treshold properties	2024-09-23 05:51:16 -07:00
moshferatu	c33d61924b	Rename long-term trend moving average	2024-09-23 05:49:05 -07:00
moshferatu	7ef459fbda	Add RSI parameters to TRIN strategy	2024-09-23 05:47:10 -07:00
moshferatu	12b8b3abff	Add long-term trend period property to TRIN strategy	2024-09-22 19:12:59 -07:00
moshferatu	746d89984a	Add rules to TRIN strategy documentation	2024-09-21 06:41:51 -07:00
moshferatu	d230a4a41f	Add description to TRIN strategy	2024-09-21 06:38:27 -07:00
moshferatu	56fc6f1698	Remove unused imports	2024-09-21 06:37:37 -07:00
moshferatu	783d124320	Add description to TRIN strategy documentation	2024-09-21 06:36:25 -07:00
moshferatu	4d6696bb9d	Initial commit of TRIN strategy README	2024-09-21 06:33:57 -07:00
moshferatu	15f7872e36	Initial commit of TRIN strategy	2024-09-21 06:32:21 -07:00
moshferatu	9c32f0366f	Add description to Short strategy	2024-09-21 06:31:14 -07:00
moshferatu	2409713adc	Add QQQ backtest results for Short strategy	2024-09-20 06:50:45 -07:00
moshferatu	59fe427fe2	Add SPY backtest results for Short strategy	2024-09-20 06:36:48 -07:00
moshferatu	e753c22bee	Add parameters to Short strategy documentation	2024-09-20 06:26:45 -07:00
moshferatu	383592e46f	Add rules to Short strategy documentation	2024-09-20 06:19:14 -07:00
moshferatu	052a130542	Update Short strategy description	2024-09-20 06:15:32 -07:00
moshferatu	1e11b84a44	Remove disclaimer as it is unnecessary	2024-09-20 06:14:45 -07:00
moshferatu	87a2a9204b	Initial commit of Short strategy README	2024-09-20 06:13:45 -07:00
moshferatu	652d9eac3f	Initial commit of Short strategy	2024-09-20 05:51:42 -07:00
moshferatu	bfa9070a48	Add VIX threshold percentage parameter to VIX Stretches strategy	2024-09-19 07:38:46 -07:00
moshferatu	fe182591e1	Make the percentage above the VIX moving average configurable	2024-09-19 07:37:14 -07:00
moshferatu	4ed36e48bd	Add IWM backtest results for VIX RSI strategy	2024-09-19 05:44:53 -07:00
moshferatu	bcb34e1b1d	Add DIA backtest results for VIX RSI strategy	2024-09-19 05:41:09 -07:00
moshferatu	97d1f2360a	Add QQQ backtest results for VIX RSI strategy	2024-09-19 05:37:35 -07:00
moshferatu	b91166abbc	Add SPY backtest results for VIX RSI strategy	2024-09-19 05:33:36 -07:00
moshferatu	922a913d07	Trivial hyphenation in parameter name	2024-09-19 05:30:14 -07:00
moshferatu	2b4fa001f5	Trivial hyphenation in parameter name	2024-09-19 05:29:46 -07:00
moshferatu	46a737b26d	Add parameters to VIX RSI strategy documentation	2024-09-19 05:28:20 -07:00
moshferatu	947dc78748	Add rules to VIX RSI strategy documentation	2024-09-19 05:13:12 -07:00
moshferatu	9f13ca91ab	Add description to VIX RSI strategy documentation	2024-09-19 05:09:23 -07:00
moshferatu	29bafbf026	Initial commit of VIX RSI strategy README	2024-09-19 05:08:06 -07:00
moshferatu	43a6bb2e7d	Initial commit of VIX RSI strategy	2024-09-19 05:05:47 -07:00
moshferatu	b51fd2c3c6	Add DIA backtest results for VIX Stretches strategy	2024-09-18 07:56:22 -07:00
moshferatu	feba05d1bf	Add QQQ backtest results for VIX Stretches strategy	2024-09-18 07:53:13 -07:00
moshferatu	bf48867269	Add disclaimer / warning to VIX Stretches strategy documentation	2024-09-18 07:49:23 -07:00
moshferatu	914e15759e	Add SPY backtest results for VIX Stretches strategy	2024-09-18 07:41:51 -07:00
moshferatu	c21c723a8f	Add parameters to VIX Stretches strategy documentation	2024-09-18 07:32:53 -07:00
moshferatu	37cc814ab0	Add rules to VIX Stretches strategy	2024-09-18 07:28:20 -07:00
moshferatu	9e8c4334d2	Add description to VIX Stretches strategy documentation	2024-09-18 07:24:47 -07:00
moshferatu	f78c468bca	Initial commit of VIX Stretches README	2024-09-18 07:23:54 -07:00
moshferatu	b73dcd1cf1	Initial commit of VIX stretches strategy	2024-09-18 07:21:38 -07:00
moshferatu	48eac03fc0	Remove misnamed VIX Stretches strategy	2024-09-18 07:20:51 -07:00
moshferatu	67150a5f85	Initial commit of VIX Stretches strategy	2024-09-18 07:19:43 -07:00
moshferatu	d193bc19a2	Add XLF backtest results for End of Month strategy	2024-09-17 10:35:05 -07:00
moshferatu	71906aaad6	Add XLE backtest results for End of Month strategy	2024-09-17 10:32:36 -07:00
moshferatu	d45bc71773	Add IWM backtest results for End of Month strategy	2024-09-17 08:30:07 -07:00
moshferatu	485082a943	Add DIA backtest results for End of Month strategy	2024-09-17 06:54:26 -07:00
moshferatu	19b80053da	Add QQQ backtest results for End of Month strategy	2024-09-17 06:50:49 -07:00
moshferatu	62b83dd58b	Add SPY backtest results for End of Month strategy	2024-09-17 06:46:34 -07:00
moshferatu	74b3558c28	Add parameters to End of Month strategy documentation	2024-09-17 06:35:49 -07:00
moshferatu	93b95ed4e5	Add rules for End of Month strategy	2024-09-17 06:33:21 -07:00
moshferatu	7209a79efb	Add description to End of Month strategy documentation	2024-09-17 06:28:34 -07:00
moshferatu	567713f386	Initial commit of End of Month strategy documentation	2024-09-17 06:24:50 -07:00
moshferatu	0eed05e8c4	Initial commit of End of Month strategy	2024-09-17 06:24:07 -07:00
moshferatu	bde0364c8a	Add XLF backtest results for Double 7's strategy	2024-09-16 11:32:06 -07:00
moshferatu	c722bb8976	Add XLE backtest results for Double 7's strategy	2024-09-16 11:29:03 -07:00
moshferatu	3acc0c03f5	Rename Double 7's strategy	2024-09-16 10:15:24 -07:00
moshferatu	1b19f1be82	Add IWM backtest results for Double 7's strategy	2024-09-16 10:13:58 -07:00
moshferatu	6e258bf9b3	Add DIA backtest results for Double 7's strategy	2024-09-16 09:43:44 -07:00
moshferatu	00d10f9800	Add QQQ backtest results for Double 7's strategy	2024-09-16 09:09:28 -07:00
moshferatu	41b2105a3d	Add SPY backtest results for Double 7's strategy	2024-09-16 08:58:29 -07:00
moshferatu	bd9f4590f9	Trivial hyphenation of long-term trend period display text	2024-09-15 06:59:29 -07:00
moshferatu	58a1a3c59f	Add parameters to Double 7's strategy documentation	2024-09-15 06:58:31 -07:00
moshferatu	809b275244	Trivial change of Double 7's strategy name in display text	2024-09-15 06:55:17 -07:00
moshferatu	0acbb4ab86	Add note about other periods to Double 7's strategy documentation	2024-09-15 06:53:37 -07:00
moshferatu	24485a324c	Add rules to Double 7's strategy documentation	2024-09-15 06:51:29 -07:00
moshferatu	1d6817f82a	Add description to Double 7's strategy documentation	2024-09-15 06:48:12 -07:00
moshferatu	acefb22b48	Initial commit of Double 7's strategy README	2024-09-15 06:47:07 -07:00
moshferatu	4cdd1b9216	Initial commit of Double 7's strategy	2024-09-15 06:44:20 -07:00
moshferatu	3eb2256a95	Fix typo in 3-Day High / Low strategy documentation	2024-09-13 12:29:50 -07:00
moshferatu	45d0e31865	Enable aggressive entries by default	2024-09-13 12:22:27 -07:00
moshferatu	98af2de491	Add XLF backtest results for 3-Day High / Low strategy	2024-09-13 12:18:25 -07:00
moshferatu	ed229adb89	Add XLE backtest results for 3-Day High / Low strategy	2024-09-13 12:15:26 -07:00
moshferatu	e6654d24f4	Add DIA backtest results for 3-Day High / Low strategy	2024-09-13 12:11:59 -07:00
moshferatu	a7e5cf60e0	Add QQQ backtest results for 3-Day High / Low strategy	2024-09-13 12:07:34 -07:00
moshferatu	8651517970	Add SPY backtest results for 3-Day High / Low strategy	2024-09-13 12:01:53 -07:00
moshferatu	b1ddf0a1c4	Add parameters to 3-Day High / Low strategy	2024-09-13 11:56:29 -07:00
moshferatu	805a2ec0b7	Add rules to 3-Day High / Low strategy documentation	2024-09-13 11:49:16 -07:00
moshferatu	fe58cf4216	Add description to 3-Day High / Low strategy documentation	2024-09-13 11:44:39 -07:00
moshferatu	4217917829	Initial commit of 3-Day High / Low strategy documentation	2024-09-13 11:34:58 -07:00
moshferatu	f2c01f9bb5	Initial commit of 3-Day High / Low strategy	2024-09-13 11:34:19 -07:00
moshferatu	079de292e0	Add QQQ backtest results of alternate rules for Cumulative RSI strategy	2024-09-12 06:41:06 -07:00
moshferatu	5fb6f976a1	Add SPY backtest results of alternate rules for Cumulative RSI strategy	2024-09-12 06:35:34 -07:00
moshferatu	ddb901cbf4	Add original version of rules to Cumulative RSI strategy	2024-09-12 06:26:12 -07:00
moshferatu	74a0a9ae6b	Correctly identify strategy rules in Cumulative RSI documentation as the alternate version	2024-09-12 06:24:47 -07:00
moshferatu	dab4b2fd74	Add QQQ backtest results for Cumulative RSI strategy	2024-09-11 07:50:08 -07:00
moshferatu	50cfb76393	Add SPY backtest results for Cumulative RSI strategy	2024-09-11 07:16:53 -07:00
moshferatu	bbb71fa47a	Add parameters to Cumulative RSI strategy documentation	2024-09-11 07:09:37 -07:00
moshferatu	c3b478a10b	Add rules to Cumulative RSI strategy documentation	2024-09-11 07:00:59 -07:00
moshferatu	a1c650d08d	Add mention of Cumulative RSI indicator to Cumulative RSI strategy documentation	2024-09-11 06:52:08 -07:00
moshferatu	9b33b1fe6c	Update Cumulative RSI strategy documentation	2024-09-11 06:49:56 -07:00
moshferatu	3ca8294f8c	Add RSI smoothing parameter to Cumulative RSI strategy	2024-09-11 06:02:54 -07:00
moshferatu	e1c94584e8	Moving Cumulative RSI strategy into separate directory	2024-09-11 05:58:48 -07:00
moshferatu	d75d14782e	Trivial correction of a typo in 2-Period RSI strategy documentation	2024-09-09 14:14:37 -07:00
moshferatu	022f6d7796	Add QQQ backtest results for 2-Period RSI strategy	2024-09-09 08:52:51 -07:00
moshferatu	bb48a099a6	Add SPY backtest results for 2-Period RSI strategy	2024-09-09 08:49:54 -07:00
moshferatu	5c7ea75e71	Add parameter documentation for 2-Period RSI strategy	2024-09-09 08:46:13 -07:00
moshferatu	533fd9383d	Add a configuration setting to only allow long trades to 2-Period RSI strategy	2024-09-09 08:41:45 -07:00
moshferatu	fce0a9dd38	Add the ability to enable / disable fixed position sizing and specify the position size to 2-Period RSI strategy	2024-09-09 08:22:40 -07:00
moshferatu	94c883ecf5	Remove unnecessary entry / exit comments from 2-Period RSI strategy	2024-09-09 08:17:40 -07:00
moshferatu	af8a4458ff	Remove BarsRequiredToTrade property from 2-Period RSI strategy since the long / short term trend periods already determine when a trade can be entered	2024-09-09 08:15:15 -07:00
moshferatu	42c91e0cc9	Add long and short entry thresholds to 2-Period RSI strategy	2024-09-09 08:13:57 -07:00
moshferatu	b15fb26aa7	Add RSI configuration settings to 2-Period RSI strategy	2024-09-09 08:09:53 -07:00
moshferatu	ba9c84dff1	Add short term trend configuration setting to 2-Period RSI strategy	2024-09-09 08:07:37 -07:00
moshferatu	49a7c661b2	Add long term trend period configuration setting to 2-Period RSI strategy	2024-09-09 08:05:35 -07:00
moshferatu	337436e651	Add short trade rules to the 2-Period RSI strategy documentation	2024-09-09 07:54:49 -07:00
moshferatu	9a38394cf8	Update names of long and short term trend moving averages in 2-Period RSI strategy to make them more generic	2024-09-09 07:06:10 -07:00
moshferatu	05d976f017	Add rules to 2-Period RSI strategy documentation	2024-09-09 06:58:14 -07:00
moshferatu	60fd052e0b	Add description to 2-Period RSI strategy documentation	2024-09-09 06:38:53 -07:00
moshferatu	e73b979161	Initial commit of 2-Period RSI strategy README	2024-09-09 06:34:33 -07:00
moshferatu	85b31cb6aa	Move 2-Period RSI strategy into a separate directory	2024-09-09 06:30:11 -07:00
moshferatu	9af6f9d497	Add QQQ backtest results for daily reversal strategy	2024-09-05 05:10:43 -07:00
moshferatu	5164ce761e	Add SPY backtest results for daily reversal strategy	2024-09-05 05:08:41 -07:00
moshferatu	98869ac6a5	Add SPX backtest results for daily reversal strategy	2024-09-05 05:05:38 -07:00
moshferatu	9782aef910	Add documentation regarding usage of 1-minute data series to daily reversal strategy	2024-09-05 04:59:43 -07:00
moshferatu	5a9e9c825f	Add parameter documentation for daily reversal strategy	2024-09-05 04:45:04 -07:00