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I11L
Jun 19, 2022 2:59 PM

I11L Long Put/Call Ratio Inversion 

NASDAQ 100 IndexNASDAQ

Description

The Strategy uses the Put/Call Options Ratio Inversaion as a Signal and Implements simple Money Management rules.
It is adjusted for the NDX and for the SPX in the 30min Range.
The Oscilation has to be finetuned to reflect the correct Reversal point.
A good indicator of the correct Reversal Point is a solid range of good backtesting results..
Comments
brianbailleul
This is great!
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