For now however the my strategy times series is 89ticks - no decision making is made on the week chart period - only an indication of the typical oppurtunity of an instrument.
E.G ES 18 points ATR for the last 7 days...
arget 1 = 8% of daily ATR --- eg 8% of 21points
13% for target 2 and so on... -
I need to do this on any periodtype - the chart period will be 15 days.
The only constant variable (if that is possible) is the ATR ticks is represented by last 7 days...
Comment