ActiveTrader 2007-03 | NRTR_ATR Intraday system by Eugene

This strategy was featured in the March 2007 issue of Active Trader magazine.

The idea by Russian trader Konstantin Kopyrkin.

Trading rules:

ATR look-back period = 20 and ATR multiplier (k) = 2.

  1. Establish long position next bar at market if the closing price crosses above the NRTR-ATR level.
  2. Sell long position next bar at market if closing price crosses under the NRTR-ATR level.

Author: Eugene
Category: Trend Following
Creation Date: 2/20/2010
Licence: Freeware
Availability: Globally
Instructions for Script Download
  1. In Wealth-Lab client software, open the Strategy Explorer (Ctrl+O)
  2. Click the "Download..." button
  3. Click "Begin Download"
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