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