McClellan Oscillator Strategy
Buy and sell programs when 5 day EMA goes above and below zero, respectively.
Useful for LEVERAGED ETF trading such as SPXL, TECL, FNGU, etc. Not so much for general portfolio holdings.
Useful for LEVERAGED ETF trading such as SPXL, TECL, FNGU, etc. Not so much for general portfolio holdings.
版本注释:
Changing the strategy to use exponential moving average crossovers.
版本注释:
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版本注释:
Add option to de-lever exposure when volatility is high.
版本注释:
Change volatility to use close
版本注释:
Increased profit and loss a lot ....
版本注释:
Improve PnL by changing RANA moving averages.
版本注释:
Improve PnL more
版本注释:
Add roll yield to help filter sell signals
Sell everything in the middle of October before US presidential elections.
Sell everything in the middle of October before US presidential elections.
版本注释:
Add IWM > SMA(20) buy signal