OPEN-SOURCE SCRIPT
Telah dikemas kini

Range Filter + ATR Strategy (Low Drawdown)

397
Key Features for Low Drawdown:
Range Filter: Identifies trends while filtering out market noise

ATR-based Position Sizing: Adjusts position size based on volatility to risk a fixed percentage of capital

Trailing Stops: Uses ATR-based trailing stops to lock in profits and limit losses

Conservative Risk Parameters: Defaults to 1% risk per trade (adjustable)

Trend Confirmation: Requires two consecutive closes above/below the range filter

How to Use:
The strategy enters long when price is above the upper range filter for two consecutive bars

Enters short when price is below the lower range filter for two consecutive bars

Uses ATR to size positions appropriately for current volatility

Implements trailing stops based on ATR to protect profits

Optimization Tips:
Adjust the Range Filter period based on your timeframe

Modify the risk percentage (1% is conservative)

Tweak the ATR multiple for trailing stops (1.5 is moderate)

Consider adding a time-based exit if drawdown is still too high
Nota Keluaran
Updated

Penafian

Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.