# Overnight Bot

This strategy was taken from chapter 7 of [Short Term Trading Strategies That Work](https://moshferatu.dev/moshferatu/short-term-trading-strategies-that-work) (2008) by Larry Connors.

## Rules

1. Go long SPY on the close.
2. Sell on the following open.

## Parameters

**Use Trend Filter**: Whether to use a trend filter to decide when to enter long positions. (Default: false)

**Long Term Trend Period**: The period of the trend filter as measured using a simple moving average. (Default: 200)

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