ninjatrader/strategies/overnight

Overnight Bot

This strategy was taken from chapter 7 of Short Term Trading Strategies That Work (2008) by Larry Connors.

Rules

1. Go long SPY on the close.
2. Sell on the following open.

Parameters

Use Trend Filter: Whether to use a trend filter to decide when to enter long positions. (Default: false)

Long Term Trend Period: The period of the trend filter as measured using a simple moving average. (Default: 200)

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