Saturday, September 1, 2012

[Tradestation] Volatility Reversals


Current Price=Next Bar Open + ATR(5)*0.65 crossup then buy
Current Pirce=Next Bar Open- ATR(5)*0.65 crossdown then sell

Input: lkbk(5),Ent(0.65);

Value1 = Ent * ATR(lkbk);

//{Long Entries}
Buy("B", atstop, NextBarOpen + Value1 );

//{Short Entries}
Sell("S", atstop, NextBarOpen - Value1);

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