My_VMA_ATR_Breakout_V2

This was an attempt to improve the V1 strategy using an exit criteria. This uses a stop based on +/- a mulitple of ATR from the high or low.

Is it an improvement? Hard to tell... net profit decreased(with different optimal parameters), but the SQN is higher though exit efficiency is worse; between them I think I'd still trade V1.

SQN 2.52
Net $5,106
Draw $998
Max loser $496
Efficiency:
Entry 63%
Exit 44%
Settings:
ATRPercent 190
ATRPeriod 6
CMOPeriod 9
VMAPeriod 5
ExitATRPercent 340
ExitATRPeriod 10

My_VMA_ATR_Breakout_V2