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McClellan Oscillator Strategy

3 062
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.
Notes de version
Changing the strategy to use exponential moving average crossovers.
Notes de version
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Notes de version
Add option to de-lever exposure when volatility is high.
Notes de version
Change volatility to use close
Notes de version
Increased profit and loss a lot ....
Notes de version
Improve PnL by changing RANA moving averages.
Notes de version
Improve PnL more
Notes de version
Add roll yield to help filter sell signals

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

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