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

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

Aviso legal