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ninjatrader/strategies/vol-panics
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moshferatu 9f6e2cbfa5 Add rules to Vol Panics strategy documentation
2024-10-04 06:20:23 -07:00
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README.md Add rules to Vol Panics strategy documentation 2024-10-04 06:20:23 -07:00
VolPanicsBot.cs

README.md

Vol Panics

This strategy was taken from chapter 5 of Buy the Fear, Sell the Greed (2018) by Larry Connors.

Rules

  1. When VXX is trading above its 5-period moving average and its 4-period RSI is > 70, enter a short trade.
  2. Exit the trade if VXX closes under its 5-period moving average.