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.

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