ninjatrader/strategies/short/README.md

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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.