ATR constraint

Hi ! sorry for my bad english by advance…

can you help me to find how to add, for example, an ATR contraint ?

For my generations, i want to autorize trading only if ATR < X or ATR > X for example.

all the rest need to be free of constraint as habitually.

the goal is to make 2 differents strategies for low volatility and high volatility and merge them finally.

Have you any idea ?

thanks by advance ! 😉

Hello,

you have two options basically:

1) setup a simple template in AlgoWizard (using New -> Create a template with Settings -> Advanced -> Template mode ENABLED) and add two conditions – one for ATR and another “random” so SQX can generate it randomly as shown on the screenshot attached

2) create a new custom block for example named “Low Volatility” with a condition like ATR < 2 and use this custom block in the builder. Check the other screenshot

thank you very much !!!

it’s perfectly clear for me now ! 😉