ninjatrader/strategies/connors-vix-reversals/strategy-3/README.md

Connors VIX Reversal 3

This strategy was taken from chapter 2 of Connors on Advanced Trading Strategies (1998).

It is the third and final Connors VIX Reversal presented in the book.

Rules

1. The low of the VIX must be above its 10-day moving average.
2. If the VIX closes at least 10% above its 10-day moving average, enter a long trade.
3. Exit the trade when VIX trades (intraday) below the previous day's 10-day moving average.

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