OPEN-SOURCE SCRIPT
Volatility System
Despite its crude name, the volatility system strategy, described by Richard Bookstaber in 1984, follows the simple premise that once there is a big volatile movement, the market tends to follow it. Thus, it uses the ATR to measure the volatility, and issues orders when the current change of the closing price exceeds the threshold, calculated by the ATR times a configurable constant.
It yields good results for some very specific charts, as you can see. However, I doubt it would work in the current market conditions, since it has no stop loss and no take profit, and the current noise levels obliterate this strategy, especially in small time frames. Maybe their integration to the strategy would yield better results, so feel free to add your own modifications.
It yields good results for some very specific charts, as you can see. However, I doubt it would work in the current market conditions, since it has no stop loss and no take profit, and the current noise levels obliterate this strategy, especially in small time frames. Maybe their integration to the strategy would yield better results, so feel free to add your own modifications.
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開源腳本
秉持TradingView一貫精神，這個腳本的創作者將其設為開源，以便交易者檢視並驗證其功能。向作者致敬！您可以免費使用此腳本，但請注意，重新發佈代碼需遵守我們的社群規範。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。