ninjatrader/strategies/short/README.md

# Short Bot

This strategy was taken from chapter 12 of [*Short Term Trading Strategies That Work*](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work) (2008) by Larry Connors.

## Rules

1. The asset (e.g., SPY) is below its 200-day moving average.
2. If the market closes up 4 or more days in a row, enter a short trade.
3. Exit the trade on a close below the 5-period moving average.

## Parameters

**Long-Term Trend Period**: The period of the long-term trend filter as measured using a simple moving average. (Default: 200)

**Short-Term Trend Period**: The period of the short-term trend used to exit trades as measured by a simple moving average. (Default: 5)

**Up Streak Period**: The number of days in a row that the close has to be higher in order to enter a trade. (Default: 4)

## Backtest Results

### SPY

![SPY Analysis](https://static.moshington.com/images/strategies/short/spy-analysis.png)

![SPY Summary](https://static.moshington.com/images/strategies/short/spy-summary.png)

### QQQ

![QQQ Analysis](https://static.moshington.com/images/strategies/short/qqq-analysis.png)

![QQQ Summary](https://static.moshington.com/images/strategies/short/qqq-summary.png)

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Initial commit of Short strategy README 2024-09-20 13:13:45 +00:00			`# Short Bot`

Update Short strategy description 2024-09-20 13:15:32 +00:00			`This strategy was taken from chapter 12 of [Short Term Trading Strategies That Work](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work) (2008) by Larry Connors.`

Add rules to Short strategy documentation 2024-09-20 13:19:14 +00:00			`## Rules`

			`1. The asset (e.g., SPY) is below its 200-day moving average.`
			`2. If the market closes up 4 or more days in a row, enter a short trade.`
			`3. Exit the trade on a close below the 5-period moving average.`

Add parameters to Short strategy documentation 2024-09-20 13:26:45 +00:00			`## Parameters`

			`Long-Term Trend Period: The period of the long-term trend filter as measured using a simple moving average. (Default: 200)`

			`Short-Term Trend Period: The period of the short-term trend used to exit trades as measured by a simple moving average. (Default: 5)`

			`Up Streak Period: The number of days in a row that the close has to be higher in order to enter a trade. (Default: 4)`

Add SPY backtest results for Short strategy 2024-09-20 13:36:48 +00:00			`## Backtest Results`

			`### SPY`

			`![SPY Analysis](https://static.moshington.com/images/strategies/short/spy-analysis.png)`

			`![SPY Summary](https://static.moshington.com/images/strategies/short/spy-summary.png)`

Add QQQ backtest results for Short strategy 2024-09-20 13:50:45 +00:00			`### QQQ`

			`![QQQ Analysis](https://static.moshington.com/images/strategies/short/qqq-analysis.png)`

			`![QQQ Summary](https://static.moshington.com/images/strategies/short/qqq-summary.png)`

Initial commit of Short strategy README 2024-09-20 13:13:45 +00:00			`---`