Hi everyone,
I'm currently working on my first shot at a trend following algorithm.
I'm looking at two trends; a shorter term 4-week trend in either up or down direction and then a longer 11-week trend in either direction as well.
My stop losses are 2-week and 4-week respectively.
As you can see in the source code, I am looking to incorporate volatility via ATR into my algo as well.
Any suggestions / tips would be much appreciated.
Cheers.