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Volatility Stop
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66094
Forum: 48 · Topic 66094 · 1 post(s)
Volatility Stop
Alexander.Gettinger · Wed May 02, 2018 3:02 pm
Inspired by the article “10 Selling Tips” by Thomas Bulkowski
Formula: VS[i] = Multiplier*HiLoAvg/Close[i], where HiLoAvg = MA_H-MA_L, MA_H - MVA(High) with [Length] number of periods, MA_L - MVA(Low) with [Length] number of periods.
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