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ninjatrader/strategies/vxx-trend/README.md

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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.