ninjatrader/strategies/daily-reversal
2024-09-05 04:38:10 -07:00
..
DailyReversalBot.cs
README.md Add rules to daily reversal strategy documentation 2024-09-05 04:38:10 -07:00

Daily Reversal

This strategy was inspired by a post on r/algotrading by u/Russ_CW.

Rules

  1. The previous day must have a lower low and lower high than the day before that.
  2. Enter a long position on the current day using a limit order placed at the high of the previous day.
    • If the current day gaps up and opens above the previous day's high, enter a long at the open.
  3. Exit the position at the end of the day.