ATR-Based Trend-Following Strategy with Heikin-Ashi Options
Summary
The available portion describes a trend-following strategy built around an ATR period and a sensitivity setting, with selectable Heikin-Ashi or regular-candle inputs. It includes optional stop-loss settings based on a percentage or fixed price points, a date filter, and display controls for signals, trailing stops, bar colors, and position information. The strategy declaration also specifies full-equity position sizing, commission, slippage, and standard OHLC fills for its backtest configuration.
The source excerpt ends during the Heikin-Ashi data setup, before showing how ATR is used to calculate entries, exits, or a trailing stop. As a result, the actual signal rules cannot be established from the supplied text. No backtest report, instrument, tested period, or performance evidence is shown. The described controls are useful context for evaluating an implementation, but do not demonstrate that the strategy is profitable or that its execution assumptions fit a particular market.
Key ideas
- The strategy offers a sensitivity setting and an ATR calculation period.
- It allows manual Heikin-Ashi, built-in Heikin-Ashi, or regular candle data.
- Optional stop losses use either a percentage or fixed price distance.
- The declaration specifies full-equity sizing, commission, slippage, and standard OHLC fills.
- The supplied excerpt ends before the entry, exit, and ATR trailing-stop rules are visible.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.