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Add rules to Trading New Highs strategy documentation

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moshferatu 2024-11-17 00:59:52 -08:00
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strategies/trading-new-highs/README.md
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This strategy was taken from chapter 7 of [*Buy the Fear, Sell the Greed*](https://moshferatu.dev/moshferatu/buy-the-fear-sell-the-greed) (2018) by Larry Connors.
## Rules
1. The asset (e.g., SPY) must have made a 52-week high within the past 20 days.
2. If the value of the [ConnorsRSI indicator](https://moshferatu.dev/moshferatu/ninjatrader/src/branch/main/indicators/connors-rsi) is < 15, enter a long trade.
3. Exit the trade when the value of the ConnorsRSI is > 70.
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