Analysis Techniques & Strategies

Volty Expan Close SX (Strategy)

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Input Information

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