ninjatrader/strategies/vix-rsi/README.md

# VIX RSI

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. 2-period RSI of VIX is greater than 90.
3. The current day's VIX open is greater than the previous day's close.
4. If the 2-period RSI of the asset is below 30, enter a long trade.
5. Exit the trade when the 2-period RSI closes above 65.

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Initial commit of VIX RSI strategy README 2024-09-19 12:08:06 +00:00			`# VIX RSI`

Add description to VIX RSI strategy documentation 2024-09-19 12:09:23 +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 RSI strategy documentation 2024-09-19 12:13:12 +00:00			`## Rules`

			`1. The asset (e.g., SPY) is above its 200-day moving average.`
			`2. 2-period RSI of VIX is greater than 90.`
			`3. The current day's VIX open is greater than the previous day's close.`
			`4. If the 2-period RSI of the asset is below 30, enter a long trade.`
			`5. Exit the trade when the 2-period RSI closes above 65.`

Initial commit of VIX RSI strategy README 2024-09-19 12:08:06 +00:00			`---`