ATR Slope Breakout (C#)
The ATR Slope Breakout strategy watches the rate of change of the ATR. An unusually steep slope hints that a new trend is forming. Entries occur when slope exceeds its typical level by a multiple of s...
Install-Package StockSharp.Strategies.0273_ATR_Slope_Breakout -Version 5.0.2
The ATR Slope Breakout strategy watches the rate of change of the ATR. An unusually steep slope hints that a new trend is forming. Entries occur when slope exceeds its typical level by a multiple of standard deviation, taking trades in the direction of acceleration with a protective stop. It appeals to active traders eager for early trend exposure. Positions exit when the slope drifts back toward normal readings. Default AtrPeriod = 14.
Entry Criteria: Indicator exceeds average by deviation multiplier.
Long/Short: Both directions.
Exit Criteria: Indicator reverts to average.
Stops: Yes.
Default Values:
AtrPeriod = 14
SlopePeriod = 20
BreakoutMultiplier = 2.0m
StopLossAtrMultiplier = 2.0m
CandleType = TimeSpan.FromMinutes(5) [*]Filters:
Category: Breakout
Direction: Both
Indicators: ATR
Stops: Yes
Complexity: Intermediate
Timeframe: Short-term
Seasonality: No
Neural Networks: No
Divergence: No
Risk Level: Medium