Analysis Techniques & Strategies

Fundamntl & Volty LE (Strategy)

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The Fundamntl Volty LE strategy is used for long entries and first determines if the fundamental setup conditions are met,  then the buys when the price moves up and price volatility increases (determined by the average true range).

Input Information

Name Type Default Description
FundField String SDBF Specifies the short name of the fundamental data to read.
MomOrAccel_Oor1 Numeric 0 Sets whether to base the setup conditions on momentum or acceleration.   0 = momentum,   1 = acceleration
ATRLength Numeric 5 Sets the number of bars used to determine the average true range.
NumATRs Numeric 1.5 Sets the multiplier to use with average true range to determine the long entry stop price.


Long entry that is triggered after the setup conditions are met for the specified fundamental field.  Once met, a buy order is triggered when the price moves up and the average true range (price volatility) increases.    For more information on the fundamental setup, refer to the FundSetup function.


Order Name: FundVltLE

Related Strategy:  Fundamntl & Volty  LX

Related Function(s): FundSetup