WILDERS VOLATILITY STRATEGY

[Apprentice]

Based on request.
viewtopic.php?f=27&t=62826
BUY: CrossOver (C,Ref(LLV(Close,Period),-1)+(Ref(ATR(Period),-1)*3))
SELL: CrossUnder(Ref(HHV(Close,Period),-1)-(Ref(ATR(Period),-1)*3),C)

WILDERS VOLATILITY STRATEGY.lua

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The Strategy was revised and updated on January 21, 2019.

[apockfx]

Backtesting from 10-23-2012

[Stance]

I think you have a typo in the sell code.

I think it should be:

Code: Select all

Source.close[period-1] >= Value4

Instead of:

Code: Select all

Source.close[period] >= Value4

[Apprentice]

Fixed.

[Apprentice]

The strategy was revised and updated.