Short SPY (see algo results below!)

Thx Please how do we get the ATR strategy? Thanks in advance.

@Shiloh777, It's a tweaked ATR strategy. I'm not totally comfortable sharing the tweak yet as I'm still fixing some issues (E.g. the drawdown can be a bit excessive).

I don't get it

@waszkien1, it issues a buy signal and sell signal based on ATR. below the chart you'll see a graph and if you hit "buy & hold" it compares to a buy and hold position.

@BullBearBeckham, brilliant. I think the drawdowns are worth the risk given the gains?