Buy = Squeeze Momenum Strategy (using Bollinger Bands and Keltner Channel) OR Keltner Channel buy indicators Sell = Keltner Channel sell indicator
This is a second attempt at an easy to understand multiple time frame strategy. This one uses ATR for exits. If the position is long, and the price closes below the ATR multiplier, it triggers a close. If the position is short, and the price closes above the ATR/multiplier, it triggers a close. This generates a lot of little trades but is useful because it...
As we all know, timeframe agreement is a powerful tool. This strategy uses 4 time frames and the Keltner ATR for entries and exits.
WARNING: despite of strategy doesn't use future data (not repaints) it doesn't consider broker`s commissions, which can be harmful for real life high frequency trading. Strategy will definitely fail on non-ordinary security behavior. But if new behavior will get stable, tuned params should make strategy profitable again. This is the second version of this...
WARNING: despite of strategy doesn't use future data (not repaints) it doesn't consider broker`s commissions, which can be harmful for real life high frequency trading. Strategy works well on ES futures short bars like 1min.