History

moshferatu 8d06e5df97 Add QQQ 3 consecutive lower lows backtest results for Lower Lows strategy		2024-10-19 06:41:14 -07:00
..
backtest-results	Add QQQ 3 consecutive lower lows backtest results for Lower Lows strategy	2024-10-19 06:41:14 -07:00
HigherHighs.cs
LowerLows.cs	Initial commit of Lower Lows strategy	2024-10-15 10:00:15 -07:00
README.md	Add QQQ 3 consecutive lower lows backtest results for Lower Lows strategy	2024-10-19 06:41:14 -07:00

Higher Highs and Lower Lows

The idea for these strategies comes from chapter 3 of How Markets Really Work (2012) by Larry Connors.

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

Higher Highs

Enter a long trade when the market (e.g., SPX or SPY) makes a higher high for 3 consecutive days.
Exit the trade after one week.

Lower Lows

Enter a long trade when the market (e.g., SPX or SPY) makes a lower low for 3 consecutive days.
Exit the trade after one week.

Consecutive Higher Highs / Lower Lows: How many higher highs / lower lows must have occurred in a row to enter a trade. (Default: 3)

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