moshferatu/ninjatrader
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
751cab995c
ninjatrader/strategies/vix-above-and-below-moving-average
History
moshferatu 751cab995c Initial commit of VIX Below Moving Average strategy
2024-11-23 06:19:25 -08:00
..
README.md
VIXAboveMovingAverage.cs Initial commit of VIX Above Moving Average strategy 2024-11-23 06:18:37 -08:00
VIXBelowMovingAverage.cs Initial commit of VIX Below Moving Average strategy 2024-11-23 06:19:25 -08:00

README.md

VIX Above and Below Moving Average

The idea for these strategies comes from chapter 10 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.