Community
Strategy Contest
DJchaton's profilo del contest

ATRGATITOFEB (ver. 3) Not running

Default image
this strategy is very simple. First we see if there 's no open postions .If the shadow of positions is equal to zero then we look at the ATR period14 (output ATR) indicator and the shift 1 shift 2 0 atr period (ATR3 output) . Then we multiply by 1.20 to get ATR ATR2 output. Then if (ATR3) is greater than a (ATR2), we see if the candle is bullish or bearish we buy and sell accordingly. indicators: ATR average true range, this is an average of the range swept by price x number of periods, m I use it here to find patterns of price action, when volatility in the short term (2 bars) exceeds the volatility 14 bars the volume is set at 5 million by trades, a unit of time of 5 minutes for the policy to be quite reactive when the market moves the take profit at 10 points with a stop loss at 200 ensures success rate of 95% on trades.

Cumulative Profit/Loss dynamics

Selected period: 01.04.2015 - 30.04.2015

Full Stats

Classifica (points): 227 (51)
Performance, $ (points): 1,31K$ (0)
Drawdown, % (points): 98.99% (1)
Bonuses: 50
Average Profit Trade: 4,38K$
Average Loss Trade: -20746.04$
Profit factor: 0,00K
Number of trades: 30
Traded volume: 206,79M$
DJchaton avatar
DJchaton 1 Nov

First we see if there 's no open postions .If the shadow of positions is equal to zero then we look at the ATR period14 (output ATR) indicator and the shift 1 shift 2 0 atr period (ATR3 output) .
Then we multiply by 1.20 to get ATR ATR2 output.
Then if (ATR3) is greater than a (ATR2), we see if the candle is bullish or bearish we buy and sell accordingly.

indicators: ATR average true range, this is an average of the range swept by price x number of periods, m I use it here to find patterns of price action, when volatility in the short term

oper inserire commenti

Contest Feed