PC with ATR Strategy (by Zhipengcfel)

This strategy came out with the request of @SumitJain and helpful discussion with @Bonavest. The strategy link is here. prnt.sc/fpg0qm

I changed a bit. DH and DL use the previous day's high and low to avoid repainting.

The results are not too bad.

But I still suggest not to be used for real auto trading.

版本注释:

Separate the buy and sell triggered levels, stop loss and take profit levels. Deleted contract numbers in strategy. entry function.

版本注释:

Optimise parameters for SPX500 daily chart to get best results.