I am new here and I am a professional trader for 22 years now.
You can imagine that programming is not a real strenght of mine so hopefully you can help me out
I trade trend strategies on a daily chart with minute bars and entries/exits are on particular times for example entry at 8:30 am and exit 11:30 am.
Now I would like to add an ATR that is calculating the ATR for 10 days every minute on that daily chart. When the ATR10 is reached and is outside the trend time interval (8:30 - 11:30) of the product I would like to trade mean reverting.
All strategy calculation is volatility based and risk management too.
I hope somebody can help me out and hopefully I can help you with some strategies.
Regards
Erik
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