ATR Volatility Long Only Trading System

Yet another ATR Volatility based Long only Trading System. ATR Volatility system a mechanical strategy for higher time-frames Written by Tudor Marcelin – Art Invest. Just modified the actual trading system to support trailing stoploss based rather than channel based trading system and added back testing functionality. Tighter trailing stoploss and quicker exit and adaptive revising of trailing stoploss is the one key feature in this trading system especially when trading with higher timeframes.

Nifty Spot

Indications
1)The green line indicates trailing stop for longs
2)The Red line indicates trailing stop for shorts
3)The Green Arrow indicates longs
4)The Red Arrow indicates shorts

Features
1)Trailing Stoploss based trading system
2)Buy/Sell Signal Added
3)Magnified Market Price at the right top corner
4)Backtesting futures added.

Recommended Timeframes
Preferably higher timeframes like 30min,hourly.etc. Perfectly suits for positional traders who intersted in Long and Exit strategies. And moreover it is a carryforward strategy and not a intra-day strategy though. But work pretty good in high volatile environment.

Backtest Results for Nifty Spot Since March 2009 to July 2014
backtesting

Equity Curve
ATR Volatility Trading System

Drawdown
ATR Volatility  Underwater Equity

Download Backtest report for ATR Volatility Long Only System. Backtesting done for 2 lots of Nifty with 100/leg brokerage included

Steps to Install
1)Download ATR Volatility System
2)Unzip ATR Volatility System.zip to local folder
3)Copy ATR Volatility System.afl file to \\program files\\amibroker\\formula\\basic folder
5)Open Amibroker and Open a New Blank Chart
6)Goto Charts->Basic Charts and apply/drag-and-drop the ATR Volatility System code into the blank chart
7)Bingo you are done. Now you will be able to see the ATR Volatility System indicator with Buy and Sell signals.

Compatibility
Amibroker 5.5 and above

Related Readings and Observations

Comments

  1. sayantan.chakraborty says

    hi

    i t seems to be a very nice trading system.can you provide a ninja script for this?

    thanks
    sayantan

    • says

      Max Trade Drawdown talks about (Individual trade level) worst trade done by your trading system

      Max System Drawdown talks about the money you lost from the peak(Portfolio Level) due to sequence of bad trades and it is generally represented in percentage. For example 20% drawdown represents at some point of time your trading system lost 20% of the portfolio from the peak.

  2. Pere says

    Hi,

    Why I cannot see the results in a report in my amibroker?
    When I run an Analysis it comes up with zero trades.
    What am I doing wrong?

    Thanks in advance,

  3. SR says

    Dear Rajendran.. It looks great.. How do I compile it for lower version of Amibroker. I use Amibroker 5.3 and for some reasons e.g. tooltip etc, I don’t plan to upgrade it.. Can you please help?

    SR..

  4. vsl says

    I am using Ami 5.20 . Copy paste of this formula reflect syntax error as “”Ln:.187 , Col:.17 , Error:30 Syntex error “” and cursor blinking at the end of last line ‘ _section_End (); ”
    Please guide.

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