kimchulho

Volatility Breakout Daily [Backtest]

If it breaks the volatility (green line) of the day, it is a strategy to buy and settle the market price(yellow line) the next day.
Valid on Bitcoin Daily Chart.
You can change the backtest period and the volatility coefficient K, leverage.

당일 변동성(녹색선)을 돌파하면 매수하고, 다음날 시가(노란선)에 청산하는 전략입니다.
비트코인 일간 차트에서 유효합니다.
백테스트 기간과 변동성 계수 K, 레버리지를 설정할 수 있습니다.

당신이 어떻게 생각하고 있는지를 말하지 말고,
당신의 포트폴리오에 무엇이 들어 있는지를 말하라
- 나심 니콜라스 탈레브

Don’t tell me what you think,
tell me what you have in your portfolio.
- Nassim Nicholas Taleb
Invite-only script

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