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moshferatu 783d124320 Add description to TRIN strategy documentation		2024-09-21 06:36:25 -07:00
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README.md	Add description to TRIN strategy documentation	2024-09-21 06:36:25 -07:00
TRINBot.cs

TRIN

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

It is based on the short-term trading index (TRIN), also known as the Arms index.

The formula for calculating the TRIN of an index is as follows:

TRIN = (Advancing Stocks / Declining Stocks) / (Advancing Volume / Declining Volume)