Backtest UI

2 ATR stop L2AX

L_ATR_2 | stop loss | stop | stop | computed

Logic2 ATR stop >= 2 ATR
Edge-
Samples0

Definition

Stop two ATRs below entry or reference price.

Logic Triples

PredicateLeftOpRightFormula
2 ATR stopStop two ATRs below entry or reference price. 2 ATR stop >= 2 ATR entry_price - close[t] >= 2 * atr(entry,20)

Strategies Using Atom

StrategyFamilyEdgeSignals
RS breakout aggressive: 1% risk, 15 holdings, monthly rebalance equity_curve - -
RS breakout conservative: 0.3% risk, 5 holdings, semi-annual rebalance equity_curve - -
RS breakout with risk-based sizing and RS rebalance equity_curve - -