My_VMA_ATR_Breakout_V1

This strategy buys or sells on a price breakout from the VMA +- a multiple of ATR.

Optimized on ES-1006 the best performance acheived is:
SQN 2.36
Net $6,162
Draw $1,103
Max loser $796

Settings were:
ATRPercent 200
ATRPeriod 8
CMOPeriod 12
VMAPeriod 5

Entry efficiency was approximately 60%, and exit efficiency was 52%. This is a stop and reverse strategy, which should benefit greatly from finding a better exit strategy.

This strategy only trades during the regular session, but should be used with extended session data for the indicator calculations.

My_VMA_ATR_Breakout_V1