| .. | ||
| backtest-results | ||
| ConnorsRSIBot.cs | ||
| README.md | ||
ConnorsRSI Bot
A swing trading strategy inspired by the ConnorsRSI indicator by Larry Connors.
Rules
For a long trade:
- The closing price must be > the long term trend as measured by a simple moving average with a default period of 200 days.
- The ConnorsRSI indicator (default parameters) must have a reading of < 15 (default value).
- If both of the above conditions are met, the trade is entered.
- The trade is exited when the close is > the short term trend which is measured by a simple moving average with a default period of 5 days.
For short trades, the conditions are inverted.
Backtest Results
SPY
QQQ
