Backtest UI

20-day base range not excessive T211

T_BASE_RANGE_NORMAL_20D | ascending flag | trigger | ticker | candidate

Logic20D base range <= 35%
Edge-
Samples0

Definition

The 20-day high-low range is no more than 35%.

Logic Triples

PredicateLeftOpRightFormula
20D base range no more than 35%The 20-day high-low base range is not excessive. 20D base range <= 35% max(high[t-19:t]) / min(low[t-19:t]) - 1 <= 0.35

Strategies Using Atom

StrategyFamilyEdgeSignals