Disliked{quote} That would mean that the average price range would have to be half a cent ie. 50 pips over the last 50 periods ie 12.5 hours on 15 min chart. For example:- The backtest optimization I ran on the 15m EURUSD for this year gave values of ATRLookback = 8 and MinATRPips = 13 (an average trading range of 13 pips over the previous 2 hours). Post 244 refers. I have run a further optimization where I extended the end values of ATRLookback and MinATRPips out to 100 and also optimized the start trading and end trading times and the results are below....Ignored
this is fantastic!
thanks so much Dave for your kindness to provide us this for free, i will perform some BT on coming weeks and post the result later,
cheers mate!