ninjatrader/strategies/internal-bar-strength
2024-10-24 05:51:22 -07:00
..
backtest-results Add IWM backtest results for internal bar strength strategy 2024-10-24 05:51:22 -07:00
InternalBarStrengthBot.cs
README.md Add IWM backtest results for internal bar strength strategy 2024-10-24 05:51:22 -07:00

Internal Bar Strength

This strategy is based on the Internal Bar Strength (IBS) indicator.

Rules

  1. Enter a long trade when the IBS closes < 0.2.
  2. Exit the trade when the IBS closes > 0.8.

Parameters

Entry Threshold: The IBS value below which to enter a long trade. (Default: 0.2)

Exit Threshold: The IBS value above which to exit the trade. (Default: 0.8)

Backtest Results

SPY

SPY Analysis

SPY Summary

QQQ

QQQ Analysis

QQQ Summary

DIA

DIA Analysis

DIA Summary

IWM

IWM Analysis

IWM Summary