16 lines
519 B
Markdown
16 lines
519 B
Markdown
# Overnight Bot
|
|
|
|
This strategy was taken from chapter 7 of [Short Term Trading Strategies That Work](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work) (2008) by Larry Connors.
|
|
|
|
## Rules
|
|
|
|
1. Go long SPY on the close.
|
|
2. Sell on the following open.
|
|
|
|
## Parameters
|
|
|
|
**Use Trend Filter**: Whether to use a trend filter to decide when to enter long positions. (Default: false)
|
|
|
|
**Long Term Trend Period**: The period of the trend filter as measured using a simple moving average. (Default: 200)
|
|
|
|
--- |