СИСТЕМА НА ПРОБОЕ ВОЛАТИЛЬНОСТИ

Type : Signal, Name : Volatility Reversals

Input:
lkbk(5),
Ent(.65);

Value1 = Ent * AvgTrueRange(lkbk);

{Long Entries}
Buy next bar at Open of next bar + Value1 stop;

{Short Entries}
Sell next bar at Open of next bar — Value1 stop;