In the diverse world of trading strategies, the Nadaraya-Watson Envelope Strategy offers a different approach. Grounded in mathematical analysis, this strategy utilizes the Nadaraya-Watson kernel regression, a method traditionally employed for interpreting complex data patterns.
At the core of this strategy lies the concept of 'envelopes', which are essentially...
STD-Filtered, Gaussian-Kernel-Weighted Moving Average BT is the backtest for the following indicator
Included:
This backtest uses a special implementation of ATR and ATR smoothing called "True Range Double" which is a range calculation that accounts for volatility skew.
You can set the backtest to 1-2 take profits with stop-loss
Signals can't exit on...