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Update IBS Band strategy with link to original IBS strategy

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moshferatu 2024-11-16 09:47:28 -08:00
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strategies/internal-bar-strength-band/README.md
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This strategy is based on the [Internal Bar Strength (IBS) indicator](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/indicators/internal-bar-strength) and the rules were taken from Quantitativo's [Quant Trading Rules blog](https://www.quantitativo.com/p/a-mean-reversion-strategy-with-211).
Refer also to the related [Internal Bar Strength strategy](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/strategies/internal-bar-strength).
## Rules
1. Calculate the rolling mean of the High - Low over the past 25 days.