ninjatrader/strategies/vol-panics/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.

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