moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add rules to Large Moves strategy documentation

Browse Source
This commit is contained in:
moshferatu 2024-11-18 06:36:53 -08:00
parent 7a717cd0f0
commit 1bc51a87d6
1 changed files with 12 additions and 0 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
strategies/large-moves/README.md
View File

@ -4,4 +4,16 @@ The idea for these strategies comes from chapter 7 of [*How Markets Really Work*
As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly. As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly.
## Rules
### Large Moves Up
1. When the asset (e.g., SPY) **rises** by 1% or more, enter a long trade.
2. Exit the trade after 5 trading days (~1 week).
### Large Moves Down
1. When the asset (e.g., SPY) **falls** by 1% or more, enter a long trade.
2. Exit the trade after 5 trading days (~1 week).
--- ---