ATR_Trade_strategy by arameshraju
By arameshraju
Performance Metrics
- Author: arameshraju
- Symbol: NSE:EICHERMOT
- Timeframe: 1 day
- Net P&L: +141,143.50 NONE (+141.71%)
- Win Rate: 51.7%
- Profit Factor: 1.601
- Max Drawdown: 79,748.00 NONE (34.39%)
- Total Trades: 58
- Sharpe Ratio: 0.119
Description
Aug 9, 2020ATR Based Strategy Identify the ATR range on Daily Chart. ATR HIGH= Previous Close +ATRATR Low =Previous Close - ATRLong when Close is above ATR High Short when Close is below ATR LowExit when close moves below EMA(10) OR a user-selected max loss Aug 15, 2020Release NotesUpdate Dynamic Selection of EMATypical price Linetrade on typical price options