Filtered Entry#

This is entry #41 from Kevin Davey’s book, Entry and Exit Confessions of a Champion Trader

Buy Rules#

  1. Range from one period ago is less than range from two periods ago.

  2. Current Close is highest close for the past 25 periods.

Sell Rules#

  1. Range from one period ago is less than range from two periods ago.

  2. Current Close is lowest close for the past 25 periods.

Sample Signal Points#

Filtered Entry Points

Results#

Filtered Entry Results

Source Code#

Here is the link to the source code for this zeta-zetra/code.