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June 2016 Stocks and Commodities Traders Tips


ATR Breakout Entries

AIQ Version:

Original article by Ken Calhoun
AIQ Code by Richard Denning

Figure 1 shows the EDS test results over the most recent four year period on all stocks that meet the screening criteria. I had to lower the minimum range (‘minR’ input variable) from 5 down to 1 to get enough signals for a test.

I tried some other exits and found that the trailing stop was not the best one to use.

Captions:
Figure 1 – EDS test summary results of a backtest on all stocks over the four year period ending on 4/13/16.

EDS Code:
ATRbrkOut.EDS
(right click and choose Save As)


 

Traders Studio Version :

Original article by Ken Calhoun
Traders Studio Code by Richard Denning

The following code files are contained in the download from the websites:

  • Indicator: ATR_BRH – a system that uses the author’s suggested rules for a ATR breakout buy
Figure 1 shows the equity curve trading the system on the NASDAQ 100 list of stocks, trading one share per stock with slippage and commissions deducted over the period 10/1/94 to 7/11/14.

Captions:
Figure 1 shows the equity curve trading the system on the NASDAQ 100 list of stocks, trading one share per stock with slippage and commissions deducted over the period 10/1/94 to 7/11/14

Traders Studio Code:
ATR_BRK June 2016.zip
(right click and choose Save As)

 

 

 

 

 

 

 

 

 

 

 

 

 

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