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Added new strategy
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zeta-zetra committed May 8, 2023
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24 changes: 24 additions & 0 deletions .github/workflows/documentation.yaml
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name: Docs
on: [push, pull_request, workflow_dispatch]
permissions:
contents: write
jobs:
docs:
runs-on: ubuntu-latest
steps:
- uses: actions/checkout@v3
- uses: actions/setup-python@v3
- name: Install dependencies
run: |
pip install sphinx sphinx_rtd_theme sphinx_book_theme
- name: Sphinx build
run: |
sphinx-build . _build
- name: Deploy
uses: peaceiris/actions-gh-pages@v3
if: ${{ github.event_name == 'push' && github.ref == 'refs/heads/main' }}
with:
publish_branch: gh-pages
github_token: ${{ secrets.GITHUB_TOKEN }}
publish_dir: _build/
force_orphan: true
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2 changes: 1 addition & 1 deletion books/closing_pattern_only.rst
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Closing Pattern Only
=====================
======================

This is entry #31 from Kevin
Davey's book, `Entry and Exit Confessions of a Champion Trader <https://www.amazon.com/Entry-Exit-Confessions-Champion-Trader/dp/1095328557>`_
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1 change: 1 addition & 0 deletions books/index.rst
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Expand Up @@ -7,6 +7,7 @@ Strategies from Books
chande_entry
three_amigos
closing_pattern_only
quick_pullback
:maxdepth: 2
:caption: Table of Contents

49 changes: 49 additions & 0 deletions books/quick_pullback.rst
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Quick Pullback
================

This is entry #32 from Kevin
Davey's book, `Entry and Exit Confessions of a Champion Trader <https://www.amazon.com/Entry-Exit-Confessions-Champion-Trader/dp/1095328557>`_


Buy Rules
---------

1. High two bars ago is greater than the high one bar ago.

2. Low two bars ago is less than the low one bar ago.

3. Close is greater than high two bars ago.


Sell Rules
----------

1. Low two bars ago is less than low one bar ago.

2. High two bars ago is greater than high one bar ago.

3. Close is less than low two bars ago.


Sample Signal Points
--------------------

.. image:: /_static/images/quick-pullback.png
:target: /_static/images/quick-pullback.png
:width: 75%
:alt: Quick Pullback Signal Points


Results
-------

.. image:: /_static/results/quick-pullback.png
:target: /_static/results/quick-pullback.png
:width: 1080
:height: 500
:alt: Quick Pullback Results

Source Code
-----------

Here is the link to the source code for this https://github.com/zeta-zetra/code.
4 changes: 3 additions & 1 deletion books/three_amigos.rst
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Source Code
-----------
-----------

Here is the link to the source code for this https://github.com/zeta-zetra/code.
7 changes: 5 additions & 2 deletions index.rst
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Expand Up @@ -36,7 +36,6 @@ Here are the current limitations of the project.

3. *No Tick data*


Using tick data is the gold standard when backtesting a strategy. This was not used in the backtests

4. *Walk Forward Analysis*
Expand All @@ -55,10 +54,14 @@ Here are the current limitations of the project.

We used EURUSD on the 15-minute timeframe to run the backtests. The data starts from 2020-01-01 until 2022-12-31.

8. *Strategies are not automagically composable*

You cannot take two strategies (i.e. entries) and form a new strategy and run a test.

Source Code
-----------

You can get access to all of the source code on the `Github repo <https://github.com/zeta-zetra/code>`_.
You can get access to all of the source code on this `Github repo <https://github.com/zeta-zetra/code>`_.


Contact
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