TS Volatility Reversals

Trading System "Volatility Reversals"

Formula per Tradestation™:

INIZIO FORMULA

Type : Signal, Name : Volatility Reversals

Input:
lkbk(5),
Ent(.65);

Value1 = Ent * AvgTrueRange(lkbk);

{Long Entries}
Buy next bar at Open of next bar + Value1 stop;

{Short Entries}
Sell next bar at Open of next bar - Value1 stop;

FINE FORMULA

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