ninjatrader/strategies/10-day-low/README.md

# 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

![SPY Analysis](./backtest-results/spy_analysis.png)

![SPY Summary](./backtest-results/spy_summary.png)

### QQQ

![QQQ Analysis](./backtest-results/qqq_analysis.png)

![QQQ Summary](./backtest-results/qqq_summary.png)

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