ninjatrader/strategies/super-bot/README.md

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SuperBot

This strategy is based on the SuperSmoother indicator created by John F. Ehlers.

Rules

  1. Enter a long / short trade when price closes above / below the SuperSmoother moving average.
  2. The trade is exited / reversed when price closes below / above the moving average in the opposite direction.

Parameters

SuperSmoother Period: The period to use in the SuperSmoother calculation. (Default: 10)

Backtest Results

NQ

15-Minute Chart (2016-2024)

SPY Analysis

SPY Summary