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QuarryLake - An ATR base strategy
This strategy consists of 3 indicators that I found works quite well together.
Keltner Channel, Waddah Attah Explosion, and Volatility Stop.
You can find WAE here![Waddah Attar Explosion V2 [SHK]](https://s3.tradingview.com/d/d9IjcYyS_mid.png)
KC Period = 200
KCATR = 5
Vstop Period = 3
Vstop Mult = 1.5
Long when close > KC, close > Vstop, WAE trendUp
Short when close < KC, close < Vstop, WAE trendDown
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
This strategy utilized a modified Kelly position sizing for BTCUSD Bitstamp, feel free to modify it to your needs.
More information can be found here dqydj.com/optimal-asset-allocation-kelly-criterion/
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
Keltner Channel, Waddah Attah Explosion, and Volatility Stop.
You can find WAE here
KC Period = 200
KCATR = 5
Vstop Period = 3
Vstop Mult = 1.5
Long when close > KC, close > Vstop, WAE trendUp
Short when close < KC, close < Vstop, WAE trendDown
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
This strategy utilized a modified Kelly position sizing for BTCUSD Bitstamp, feel free to modify it to your needs.
More information can be found here dqydj.com/optimal-asset-allocation-kelly-criterion/
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
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受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
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。