ninjatrader/strategies/connors-vix-reversals/strategy-3/README.md

# Connors VIX Reversal 3

This strategy was taken from chapter 2 of [*Connors on Advanced Trading Strategies*](https://moshferatu.dev/moshferatu/connors-on-advanced-trading-strategies) (1998).

It is the third and final [Connors VIX Reversal](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/strategies/connors-vix-reversals) presented in the book.

## Rules

1. The low of the VIX must be above its 10-day moving average.
2. If the VIX closes at least 10% above its 10-day moving average, enter a long trade.
3. Exit the trade when VIX trades (intraday) below the previous day's 10-day moving average.

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Initial commit of Connors VIX Reversal strategy READMEs 2024-11-09 13:58:57 +00:00			`# Connors VIX Reversal 3`

Add description to Connors VIX Reversal strategy READMEs 2024-11-09 14:08:06 +00:00			`This strategy was taken from chapter 2 of [Connors on Advanced Trading Strategies](https://moshferatu.dev/moshferatu/connors-on-advanced-trading-strategies) (1998).`

Trivial typo correction in Connors VIX Reversal 3 documentation 2024-11-13 15:05:38 +00:00			`It is the third and final [Connors VIX Reversal](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/strategies/connors-vix-reversals) presented in the book.`

			`## Rules`
Update description in Connors VIX Reversal 3 strategy documentation 2024-11-13 15:04:39 +00:00
Add rules to Connors VIX Reversal 3 strategy documentation 2024-11-13 15:10:42 +00:00			`1. The low of the VIX must be above its 10-day moving average.`
			`2. If the VIX closes at least 10% above its 10-day moving average, enter a long trade.`
			`3. Exit the trade when VIX trades (intraday) below the previous day's 10-day moving average.`

Initial commit of Connors VIX Reversal strategy READMEs 2024-11-09 13:58:57 +00:00			`---`