Wednesday, June 23, 2010

My_VMA_ATR_React_V1

Strategy:

Channel: Upper edge is VMA of High plus ATR * multiple. Lower edge is VMA of Low minus ATR * multiple.

Sell if high of prior bar was above the upper edge and high of current bar is below the upper edge. Use high of prior bar as the initial stop.
Exit using VMA of Close as a trailing stop after the first close below the VMA.

Buy if low of prior bar was below the lower edge and low of current bar is above the lower edge.
Exit using VMA of Close as a trailing stop after the first close above the VMA.

1 comment:

semifor said...

I see you're stirring the secret sauce.