ninjatrader/strategies/vix-stretches/README.md

# VIX Stretches

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 above its 200-day moving average.
2. If VIX is stretched 5% or more above its 10-day moving average for 3 or more days, enter a long trade.
3. Exit the trade when the 2-period RSI closes at or above 65.

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Initial commit of VIX Stretches README 2024-09-18 14:23:54 +00:00			`# VIX Stretches`

Add description to VIX Stretches strategy documentation 2024-09-18 14:24:47 +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 VIX Stretches strategy 2024-09-18 14:28:20 +00:00			`## Rules`

			`1. The asset (e.g., SPY) is above its 200-day moving average.`
			`2. If VIX is stretched 5% or more above its 10-day moving average for 3 or more days, enter a long trade.`
			`3. Exit the trade when the 2-period RSI closes at or above 65.`

Initial commit of VIX Stretches README 2024-09-18 14:23:54 +00:00			`---`