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WILDERS VOLATILITY STRATEGY
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=62829
Forum: 31 · Topic 62829 · 5 post(s)
WILDERS VOLATILITY STRATEGY
Apprentice · Tue Oct 27, 2015 5:24 am
Based on request. viewtopic.php?f=27&t=62826 BUY: CrossOver (C,Ref(LLV(Close,Period),-1)+(Ref(ATR(Period),-1)3)) SELL: CrossUnder(Ref(HHV(Close,Period),-1)-(Ref(ATR(Period),-1)3),C)
WILDERS VOLATILITY STRATEGY.lua
The Strategy was revised and updated on January 21, 2019.
Re: WILDERS VOLATILITY STRATEGY
apockfx · Tue Oct 27, 2015 11:32 am
Backtesting from 10-23-2012
Re: WILDERS VOLATILITY STRATEGY
Stance · Wed Oct 28, 2015 12:48 am
I think you have a typo in the sell code.
I think it should be:
Code: Select all
Source.close[period-1] >= Value4
Instead of:
Code: Select all
Source.close[period] >= Value4
Re: WILDERS VOLATILITY STRATEGY
Apprentice · Thu Oct 29, 2015 5:45 am
Fixed.
Re: WILDERS VOLATILITY STRATEGY
Apprentice · Thu Dec 21, 2017 10:51 am
The strategy was revised and updated.