ninjatrader/strategies/higher-highs-and-lower-lows/README.md

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

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

Lower Lows

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

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