ninjatrader/strategies/10-day-low

10-Day Low Bot

This strategy was taken from chapter 2 of Short Term Trading Strategies That Work (2008) by Larry Connors.

Rules

1. Buy every 10-period low on the daily S&P 500 (SPY) chart while price is > the 200-day simple moving average.
2. Exit when price closes above its 10-period moving average.

Parameters

Low Period: The period over which to calculate the lowest price. (Default: 10)

Short Term Trend Period: The period of the short term trend as measured by a simple moving average. (Default: 10)

Long Term Trend Period: The period of the long term trend as measured by a simple moving average. (Default: 200)

Backtest Results

SPY

QQQ

---