- Performance
- +1.43% Since Nov 5
- Trades
- 4
- Holdings
- 4 Nothing sold yet
- Biggest drop
- 0.00% No drop yet
$101,426.99
+$1,426.99 (+1.43%) since Nov 5
#30 of 220Stats
- Performance
- +1.43%
- Trades
- 4
- Holdings
- 4
- Biggest drop
- 0.00%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
Closes above its 200-day average
Closing price is above 20-day high before today
How 20-day high before today is computed
highest of high over the last 20 daily bars 1 daily bar ago
The 4 with the highest return (%) over 63 days
25% of the money each, up to 4 stocks
Sells all of it
Return since entry (%) is at most minus 2.5 ATR as % of close on the day it bought
How minus 2.5 ATR as % of close is computed
(average of (larger of (high - low, |high - close 1 bar ago|, |low - close 1 bar ago|)) over the last 14 daily bars ÷ close) × -250
Highest return since entry (%) is at least 2 ATR as % of close on the day it bought
Close minus 2 ATR trail line is below 0
How 2 ATR as % of close is computed
(average of (larger of (high - low, |high - close 1 bar ago|, |low - close 1 bar ago|)) over the last 14 daily bars ÷ close) × 200
How close minus 2 ATR trail line is computed
close - (highest of high over the daily bars of the first undefined minutes - (2 × average of (larger of (high - low, |high - close 1 bar ago|, |low - close 1 bar ago|)) over the last 14 daily bars))
Repeats
Once a day, after the close
More rules and order settings 4
Each stock is at most 25% of the money. EditedFirst draft: 100%.
Skip a buy if the price opens more than 5% above the decision close.
Buy on any gap down.
Up to 20 orders a day.
Versions
- v1Created