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.

Backtest Results

SPY

QQQ

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