ATR Strategy Conversion with ATR Used Only for Exits
Summary
The post says an ATR trading strategy from another source was converted so it could run on a different platform. The author cautions that the buy logic needs adjustment and presents the conversion mainly as a demonstration. In a follow-up comment, the author clarifies that ATR is used only in the selling algorithm, rather than to define entries.
A commenter questions how to assess the strategy’s effectiveness and warns that a strategy may fail after a large backtest exposure. The post does not provide the strategy rules, backtest figures, or a detailed method for evaluating robustness. Its main lesson is limited: the converted example relies on ATR for exits, while its entry logic remains unfinished and its effectiveness is unestablished.
Key ideas
- The post presents a converted ATR strategy that can run on another platform.
- The author says the buy algorithm needs further adjustment.
- ATR is used in the selling algorithm, not the entry algorithm.
- A commenter raises the risk that strategy performance may fail after a backtest.
- No performance results or robustness analysis are included.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.