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.

הערות שחרור:

Changing the strategy to use exponential moving average crossovers.

הערות שחרור:

...

הערות שחרור:

Add option to de-lever exposure when volatility is high.

הערות שחרור:

Change volatility to use close

הערות שחרור:

Increased profit and loss a lot ....

הערות שחרור:

Improve PnL by changing RANA moving averages.

הערות שחרור:

Improve PnL more

הערות שחרור:

Add roll yield to help filter sell signals

Sell everything in the middle of October before US presidential elections.

הערות שחרור:

Add IWM > SMA(20) buy signal