Algo Trading | Automation | Custom trading systems & Backtesting for trading on NSE, BSE, Foreign Exchange Market, Cryptocurrencies, MCX, NCDEX & others |
Jun 25, 2019 • 5 tweets • 5 min read
#1
Here’s the Trade Setup for the Volatility Burst Strategy:
Volatility = ATR of the last 20 Days
High & Low Vol = Highest High & Lowest Low of Volatility in last 252 Days
Upper Band = Highest High of High over the last 50 Days
Lower Band = Lowest Low of Low over the last 50 Days
#2
Back-test reports of the Volatility Burst Strategy show that its Annual Return Percentage is 28.47%. This is what the equity curve looks like.
As you can see, it’s important to take a position at the right time. But it’s also important to know how to exit when you’re losing.
