Analysis Techniques & Strategies
Name | Type | Default | Description |
Length | Numeric | 4 | Number of bars used to determine the average range. |
NumRanges | Numeric | 1.2 | Multiple of the average range used to determine stop price. |
Short entry based on price movement beyond the average range.
This strategy generates a short entry order at the open of the next bar minus NumRanges (Input) times the average of the range.
Order Name: VltOpnSE
Related Strategy: Volty Expan Open LE