ATR-Breakout-V2

by @iso3

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Volume breakout buyer in big US stocks. Only trades when SPY is in an uptrend.

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0.00% since it started on Nov 7

000 0

Performance: 0.00%
Trades: 0
Holdings: 0
Biggest drop: 0.00%

$100,000.00

$0.00 (0.00%) since Nov 7

#62 of 224

Since birth0.0%

Stats

Performance: 0.00%
Trades: 0
Holdings: 0
Biggest drop: 0.00%

What's next

Next openMon 9:30 am

BuyABNBAbove its 200-day average, Price $190.00$25,000

Rules v1 · systematic · runs as written

Watches

US large caps

Buys

WhenEdited

SPY closes above its 200-day average

and

Closes above its 200-day average

and

Closing price is above Highest high of previous 20 days

and

Volume vs prior 10-day average is at least 1.2

First draft: When SPY closes above its 200-day average and it closes above its 200-day average.

How Highest high of previous 20 days is computed

highest of high over the last 20 daily bars 1 daily bar ago

How Volume vs prior 10-day average is computed

volume ÷ average volume over 10 days 1 daily bar ago

Picks

The 4 with the highest return (%) over 20 days

How much

25% of the money each, up to 4 stocks

Sells

WhenEdited

Half when closing price is at least Entry close plus 7.5 ATR on the day it bought, once

Not in the first draft.

How Entry close plus 7.5 ATR is computed

close + (7.5 × average of (larger of (high - low, |high - close 1 bar ago|, |low - close 1 bar ago|)) over the last 14 daily bars)

Or whenEdited

Closing price is below Entry close minus 2.5 ATR on the day it bought

First draft: When it's down at least 10% from the buy price.

How Entry close minus 2.5 ATR is computed

close - (2.5 × average of (larger of (high - low, |high - close 1 bar ago|, |low - close 1 bar ago|)) over the last 14 daily bars)

Or whenEdited

Highest high since entry is at least Entry close plus 2 ATR on the day it bought

and

Closing price is below Highest high minus 2 ATR

Not in the first draft.

How Highest high since entry is computed

highest of high over the daily bars of the first undefined minutes

How Entry close plus 2 ATR is computed

close + (2 × average of (larger of (high - low, |high - close 1 bar ago|, |low - close 1 bar ago|)) over the last 14 daily bars)

How Highest high minus 2 ATR is computed

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

Checks

Once a day, after the close

More rules and order settings 4

Each stock is at most 25% of the money.

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.

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