OPEN-SOURCE SCRIPT
ที่อัปเดต:

ATR Trailing Stops Strategy

Update of Average True Range Trailing Stops Strategy by HPotter to include backtesting support

  • Opens longs when price crosses over trailing stop line, closes when price crosses below
  • Option to open/close shorts when longs are closed/opened
  • Option to specify a time range to test over. For example, set Max Days Back to 360 and Min Days Back to 180 to test from 1 year ago to 6 months ago. To test the entire range of data, set both to 0.
เอกสารเผยแพร่
Fixed long/short switching

คำจำกัดสิทธิ์ความรับผิดชอบ