HURST Channel Strategy

2022년 3월 24일

Based on the work TJS / Trading Zoom / Svoboda

Strategy based on Hurst channel with loss averaging when an open position is below 0.5 channel range.

How it works:
1. opens the long position when the close price crosses over the lower band (from bottom to top)
2. opens additional position (double in size) when average position price is lower than average channel value (0.5)
3. closes the position when the close price crosses over the higher band (from top to bottom)


Works the best on :
- volatile and continuous instruments (futures)
- on timeframes above 15 minutes
- uptrends or consolidations
- downtrends require more capital to open double positions

2022년 3월 29일

릴리즈 노트

add short strategy