OPEN-SOURCE SCRIPT
BarRange Strategy
Hello,
This is a long-only, volatility-based strategy that analyzes the range of the previous bar (high - low).
If the most recent bar’s range exceeds a threshold based on the last X bars, a trade is initiated.
You can customize the lookback period, threshold value, and exit type.
For exits, you can choose to exit after X bars or when the close price exceeds the previous bar’s high.
The strategy is designed for instruments with a long-term upward-sloping curves, such as ES1! or NQ1!. It may not perform well on other instruments.
Commissions are set to $2.50 per side ($5.00 per round trip).
Recommended timeframes are 1h and higher. With adjustments to the lookback period and threshold, it could potentially achieve similar results on lower timeframes as well.
This is a long-only, volatility-based strategy that analyzes the range of the previous bar (high - low).
If the most recent bar’s range exceeds a threshold based on the last X bars, a trade is initiated.
You can customize the lookback period, threshold value, and exit type.
For exits, you can choose to exit after X bars or when the close price exceeds the previous bar’s high.
The strategy is designed for instruments with a long-term upward-sloping curves, such as ES1! or NQ1!. It may not perform well on other instruments.
Commissions are set to $2.50 per side ($5.00 per round trip).
Recommended timeframes are 1h and higher. With adjustments to the lookback period and threshold, it could potentially achieve similar results on lower timeframes as well.
开源脚本
本着真正的TradingView精神，此脚本的作者已将其开源，以便交易者可以理解和验证它。向作者致敬！您可以免费使用它，但在出版物中重复使用此代码受网站规则约束。 您可以收藏它以在图表上使用。
想在图表上使用此脚本？
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。