Açıklama
⋅ 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.
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⋅ ...
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⋅ Add option to de-lever exposure when volatility is high.
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⋅ Change volatility to use close
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⋅ Increased profit and loss a lot ....
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⋅ Improve PnL by changing RANA moving averages.
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⋅ Improve PnL more
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⋅ 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