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Atualizado Fractal Corridors Backtest
Fractal Corridors is a strategy developed a used by Vladimir Poltoratskiy. You can learn about this in his books from the series Trading Code Is Open which I recommend reading.
The strategy allegedly works best in a high-liquidity environment with little to no impactful events. The author likes to trade EURUSD, Copper, and USDCAD, I think, was another pair.
Logic is based on his 3-bar fractals and their fractures as they come. Basically, if the fractal level gets broken by a certain number of ticks (usually 6 - 14% Average Daily Range), a corridor is built and stop-market entry will be filled.
There are other rules you will find in the book. Most importantly - avoid trading during events and extremely choppy symbols which seem to follow no logic.
Lastly, the script includes 5 different definitions of Fractal Corridor. I think Mode 5 is the correct one but I was unable to confirm that exactly as it gets a little tricky. I am willing to disclose this part of the code to other Pinecoders, but it will not be available for everyone, because that could discourage people from getting the book.
Thanks to mincho1010 for help with testing different versions as I worked on the script.
Have a good day!
The strategy allegedly works best in a high-liquidity environment with little to no impactful events. The author likes to trade EURUSD, Copper, and USDCAD, I think, was another pair.
Logic is based on his 3-bar fractals and their fractures as they come. Basically, if the fractal level gets broken by a certain number of ticks (usually 6 - 14% Average Daily Range), a corridor is built and stop-market entry will be filled.
There are other rules you will find in the book. Most importantly - avoid trading during events and extremely choppy symbols which seem to follow no logic.
Lastly, the script includes 5 different definitions of Fractal Corridor. I think Mode 5 is the correct one but I was unable to confirm that exactly as it gets a little tricky. I am willing to disclose this part of the code to other Pinecoders, but it will not be available for everyone, because that could discourage people from getting the book.
Thanks to mincho1010 for help with testing different versions as I worked on the script.
Have a good day!
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Script protegido
Esse script é publicada como código fechado. No entanto, você pode gerenciar suas escolhas de bate-papo. Por favor, abra suas Configurações do perfil
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.