High ADR THAX
T_HIGH_ADR | volatility | setup | ticker | promoted
Logic
ATR20 / close >= 2%Edge-
Samples0
Definition
Average daily range (ATR as % of price) >= 2%. Enough volatility to pay for the risk of the trade.
Logic Triples
| Predicate | Left | Op | Right | Formula |
|---|---|---|---|---|
| ATR20 at least 2% of closeAverage true range is large enough to pay for trade risk. | ATR20 / close | >= | 2% | atr(close, 20)[t] / close[t] >= 0.02 |
Strategies Using Atom
| Strategy | Family | Edge | Signals |
|---|