Analysis Techniques & Strategies
Name | Type | Default | Description |
Length | Numeric | 5 | Number of bars used to determine the average true range. |
NumATRs | Numeric | 1.5 | Factor used to calculate a percentage of the average true range, used to determine the stop price. |
Short exit based on a percentage of price movement beyond the average range.
This strategy generates a short exit order for the next bar at a percentage of the average true range above the current close.
Order Name: VltClsSX
Related Strategy: Volty Expan Close LE, Volty Expan Close LX, Volty Expan Close SE
Related Function(s): AvgTrueRange