Add note regarding R3 strategy to Triple RSI Drop strategy documentation

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moshferatu 2024-12-10 10:47:09 -08:00
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@ -4,6 +4,8 @@ This strategy was inspired by the following:
[![Triple RSI Drop Rules](https://static.moshington.com/images/strategies/triple-rsi-drop/strategy-rules.png)](https://x.com/QuantifiedStrat/status/1702712880334786783)
It is similar to the [R3 strategy](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/strategies/r3) from [*High Probability ETF Trading*](https://moshferatu.dev/moshferatu/high-probability-etf-trading) (2009) by Larry Connors.
## Rules
1. The asset (e.g., SPY) must be above its 200-day moving average.