sparrow_hawk_737

McClellan Oscillator Strategy

sparrow_hawk_737 Updated   
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.
Release Notes:
Changing the strategy to use exponential moving average crossovers.
Release Notes:
...
Release Notes:
Add option to de-lever exposure when volatility is high.
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Change volatility to use close
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Increased profit and loss a lot ....
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Improve PnL by changing RANA moving averages.
Release Notes:
Improve PnL more
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Add roll yield to help filter sell signals

Sell everything in the middle of October before US presidential elections.
Release Notes:
Add IWM > SMA(20) buy signal
Open-source script

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