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

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

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