ninjatrader/strategies/trin-thrusts/README.md

# TRIN Thrusts

This strategy was taken from chapter 3 of [*Connors on Advanced Trading Strategies*](https://moshferatu.dev/moshferatu/connors-on-advanced-trading-strategies) (1998).

## Rules

1. If the closing TRIN is 30% or more below the previous trading day's closing TRIN, enter a long trade (e.g., on SPY).
2. Exit the trade 2 trading days later.

I have also added a condition that the asset must be trading above its 200-day moving average that was not present in the book.

This implementation does not go short due to consistently negative returns.

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Initial commit of TRIN Thrusts strategy README 2024-11-10 14:24:15 +00:00			`# TRIN Thrusts`

Add description to TRIN Thrusts strategy documentation 2024-11-10 14:24:51 +00:00			`This strategy was taken from chapter 3 of [Connors on Advanced Trading Strategies](https://moshferatu.dev/moshferatu/connors-on-advanced-trading-strategies) (1998).`

Add rules to TRIN Thrusts strategy documentation 2024-11-11 15:22:11 +00:00			`## Rules`

			`1. If the closing TRIN is 30% or more below the previous trading day's closing TRIN, enter a long trade (e.g., on SPY).`
			`2. Exit the trade 2 trading days later.`

			`I have also added a condition that the asset must be trading above its 200-day moving average that was not present in the book.`

			`This implementation does not go short due to consistently negative returns.`

Initial commit of TRIN Thrusts strategy README 2024-11-10 14:24:15 +00:00			`---`