ninjatrader/strategies/short
..
README.md
ShortBot.cs

Short Bot

This strategy was taken from chapter 12 of Short Term Trading Strategies That Work (2008) by Larry Connors.

Rules

  1. The asset (e.g., SPY) is below its 200-day moving average.
  2. If the market closes up 4 or more days in a row, enter a short trade.
  3. Exit the trade on a close below the 5-period moving average.