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.
リリースノート:
Changing the strategy to use exponential moving average crossovers.
リリースノート:
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リリースノート:
Add option to de-lever exposure when volatility is high.
リリースノート:
Change volatility to use close
リリースノート:
Increased profit and loss a lot ....
リリースノート:
Improve PnL by changing RANA moving averages.
リリースノート:
Improve PnL more
リリースノート:
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.
リリースノート:
Add IWM > SMA(20) buy signal