ninjatrader/strategies/cumulative-rsi

Cumulative RSI

This strategy was taken from chapter 9 of Short Term Trading Strategies That Work (2008) by Larry Connors.

It is based on the Cumulative RSI indicator described in the book.

Rules

1. The asset (e.g., SPY) is above its 200-day moving average.
2. If the 2-day cumulative 3-period RSI is below 45 (or 35, etc.), enter a long position.
3. Exit the position when the 2-period RSI is above 65.

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