OPEN-SOURCE SCRIPT
업데이트됨

Range Filter + ATR Strategy (Low Drawdown)

1 601
Key Features for Low Drawdown:
Range Filter: Identifies trends while filtering out market noise

ATR-based Position Sizing: Adjusts position size based on volatility to risk a fixed percentage of capital

Trailing Stops: Uses ATR-based trailing stops to lock in profits and limit losses

Conservative Risk Parameters: Defaults to 1% risk per trade (adjustable)

Trend Confirmation: Requires two consecutive closes above/below the range filter

How to Use:
The strategy enters long when price is above the upper range filter for two consecutive bars

Enters short when price is below the lower range filter for two consecutive bars

Uses ATR to size positions appropriately for current volatility

Implements trailing stops based on ATR to protect profits

Optimization Tips:
Adjust the Range Filter period based on your timeframe

Modify the risk percentage (1% is conservative)

Tweak the ATR multiple for trailing stops (1.5 is moderate)

Consider adding a time-based exit if drawdown is still too high
릴리즈 노트
Updated

면책사항

이 정보와 게시물은 TradingView에서 제공하거나 보증하는 금융, 투자, 거래 또는 기타 유형의 조언이나 권고 사항을 의미하거나 구성하지 않습니다. 자세한 내용은 이용 약관을 참고하세요.