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ninjatrader/strategies/vxx-trend
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moshferatu 907b16b026 Add rules to VXX Trend strategy documentation
2024-10-06 06:25:07 -07:00
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README.md Add rules to VXX Trend strategy documentation 2024-10-06 06:25:07 -07:00
VXXTrendBot.cs

README.md

VXX Trend

This strategy was taken from chapter 6 of Buy the Fear, Sell the Greed (2018) by Larry Connors.

Rules

  1. When the 10-period moving average crosses under the 30-period moving average, enter a short trade on VXX.
  2. Exit the trade when the 10-period moving average crosses above the 30-period moving average.