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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.
Sürüm Notları
Changing the strategy to use exponential moving average crossovers.
Sürüm Notları
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Sürüm Notları
Add option to de-lever exposure when volatility is high.
Sürüm Notları
Change volatility to use close
Sürüm Notları
Increased profit and loss a lot ....
Sürüm Notları
Improve PnL by changing RANA moving averages.
Sürüm Notları
Improve PnL more
Sürüm Notları
Add roll yield to help filter sell signals

Sell everything in the middle of October before US presidential elections.
Sürüm Notları
Add IWM > SMA(20) buy signal

Feragatname