Created
June 11, 2021 13:36
-
-
Save HumanRupert/d1c4a0f02b8bd030d3b12f98df0283bd to your computer and use it in GitHub Desktop.
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| WATCHLIST_WINDOW_DAYS = 30 | |
| ABOVE_PIVOT_PCT = 1.01 | |
| TAKE_PROFIT_PCT = 1.15 | |
| STOP_LOSS_PCT = .95 | |
| PATIENCE_WINDOW_DAYS = 21 | |
| START = datetime(2016, 1, 1) | |
| END = datetime(2018, 1, 1) | |
| BENCHMARK = "SPY" | |
| SHORT_MA_LEN = 50 | |
| LONG_MA_LEN = 200 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment