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QuarryLake - An ATR base strategy
PROTECTED SOURCE SCRIPT
QuarryLake - An ATR base strategy
By Lancelot_Augur
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Aug 24, 2019
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Aug 24, 2019
This strategy consists of 3 indicators that I found works quite well together.
Keltner Channel, Waddah Attah Explosion, and Volatility Stop.
You can find WAE here
KC Period = 200
KCATR = 5
Vstop Period = 3
Vstop Mult = 1.5
Long when close > KC, close > Vstop, WAE trendUp
Short when close < KC, close < Vstop, WAE trendDown
Works well on BTCUSD XBTUSD, as well as other major liquid Pair.
This strategy utilized a modified Kelly position sizing for BTCUSD Bitstamp, feel free to modify it to your needs.
More information can be found here
dqydj.com/optimal-asset-allocation-kelly-criterion/
Feel free to follow me on Twitter @Lancelot_Auger for more free Alpha.
Average True Range (ATR)
binance
bitmex
BTCUSD
crypto
Cryptocurrency
cryptotrading
Keltner Channels (KC)
signals
strategy
Volatility
XBTUSD
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