Backtest UI

Near 20-day high in ATR units T20N

T_NEAR_20D_HIGH_ATR | ascending flag | trigger | ticker | candidate

LogicDistance from prior 20D high in ATR between -1.0..0.5 ATR
Edge-
Samples0

Definition

Close is within 1 ATR below the prior 20-day high and has not yet exceeded it by 0.5 ATR.

Logic Triples

PredicateLeftOpRightFormula
Close near prior 20D high in ATR unitsClose is within 1 ATR below the prior 20-day high and no more than 0.5 ATR above it. Distance from prior 20D high in ATR between -1.0..0.5 ATR (close[t] - max(high[t-20:t-1])) / atr20 between -1..0.5

Strategies Using Atom

StrategyFamilyEdgeSignals
Flat highs, rising lows, RS, 21D ascending_base_geometry - -
Minor-up highs, rising lows, RS, 21D ascending_base_geometry - -
Minor-up highs, rising lows, RS, 63D ascending_base_geometry - -
Strict compact ascending flag, 21D ascending_flag - -