History

moshferatu 2fbf175ca1 Add parameters to 10-day low strategy		2024-08-30 05:28:35 -07:00
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backtest-results
README.md	Correction to 10-Day low strategy rules	2024-08-29 18:08:52 -07:00
TenDayLowBot.cs	Add parameters to 10-day low strategy	2024-08-30 05:28:35 -07:00

10-Day Low Bot

This strategy was taken from chapter 2 of Short Term Trading Strategies That Work (2008) by Larry Connors.

Rules

Buy every 10-period low on the daily S&P 500 (SPY) chart while price is > the 200-day simple moving average.
Exit when price closes above its 10-period moving average.