ninjatrader/strategies/trin-thrusts

TRIN Thrusts

This strategy was taken from chapter 3 of Connors on Advanced Trading Strategies (1998).

Rules

1. If the closing TRIN is 30% or more below the previous trading day's closing TRIN, enter a long trade (e.g., on SPY).
2. Exit the trade 2 trading days later.

I have also added a condition that the asset must be trading above its 200-day moving average that was not present in the book.

This implementation does not go short due to consistently negative returns.

---