OPEN-SOURCE SCRIPT
Mis à jour

Range Filter + ATR Strategy (Low Drawdown)

1 601
Key Features for Low Drawdown:
Range Filter: Identifies trends while filtering out market noise

ATR-based Position Sizing: Adjusts position size based on volatility to risk a fixed percentage of capital

Trailing Stops: Uses ATR-based trailing stops to lock in profits and limit losses

Conservative Risk Parameters: Defaults to 1% risk per trade (adjustable)

Trend Confirmation: Requires two consecutive closes above/below the range filter

How to Use:
The strategy enters long when price is above the upper range filter for two consecutive bars

Enters short when price is below the lower range filter for two consecutive bars

Uses ATR to size positions appropriately for current volatility

Implements trailing stops based on ATR to protect profits

Optimization Tips:
Adjust the Range Filter period based on your timeframe

Modify the risk percentage (1% is conservative)

Tweak the ATR multiple for trailing stops (1.5 is moderate)

Consider adding a time-based exit if drawdown is still too high
Notes de version
Updated

Clause de non-responsabilité

Les informations et les publications ne sont pas destinées à être, et ne constituent pas, des conseils ou des recommandations en matière de finance, d'investissement, de trading ou d'autres types de conseils fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.