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ninjatrader/strategies/trading-new-highs
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moshferatu a8f5755162 Add rules to Trading New Highs strategy documentation
2024-11-17 00:59:52 -08:00
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README.md Add rules to Trading New Highs strategy documentation 2024-11-17 00:59:52 -08:00
TradingNewHighs.cs

README.md

Trading New Highs

This strategy was taken from chapter 7 of Buy the Fear, Sell the Greed (2018) by Larry Connors.

Rules

  1. The asset (e.g., SPY) must have made a 52-week high within the past 20 days.
  2. If the value of the ConnorsRSI indicator is < 15, enter a long trade.
  3. Exit the trade when the value of the ConnorsRSI is > 70.