Analysis Techniques & Strategies
Name | Type | Default | Description |
Length | Numeric | 5 | Number of bars used to determine the average true range. |
NumATRs | Numeric | .75 | Factor used to calculate a percentage of the average true range, used to determine the stop price. |
Long entry based on a percentage of price movement beyond the average range.
This strategy generates a long entry order for the next bar at a percentage of the average true range above the current close.
Order Name: VltClsLE
Related Strategy: Volty Expan Close SE, Volty Expan Close LX, Volty Expan Close SX
Related Function(s): AvgTrueRange