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.

릴리즈 노트:

Changing the strategy to use exponential moving average crossovers.

릴리즈 노트:

...

릴리즈 노트:

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

릴리즈 노트:

Change volatility to use close

릴리즈 노트:

Increased profit and loss a lot ....

릴리즈 노트:

Improve PnL by changing RANA moving averages.

릴리즈 노트:

Improve PnL more

릴리즈 노트:

Add roll yield to help filter sell signals

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

릴리즈 노트:

Add IWM > SMA(20) buy signal