This is an PS4 update to the popular Dual Thrust trading algorithm posted by me some time ago (www.tradingview.com/...t-trading-algorithm/). It has been commonly used in futures, Forex and equity markets. The idea of Dual Thrust is similar to a typical breakout system, however dual thrust uses the historical price to construct update the look back period - theoretically making it more stable in any given period.
See: www.quantconnect.com...st-trading-algorithm
See: www.quantconnect.com...st-trading-algorithm
Versionsinformation:
Major fix.
- Added repainting/non-repainting option.
- Fixed the state variable.
- etc.
- Added repainting/non-repainting option.
- Fixed the state variable.
- etc.
Versionsinformation:
Upgraded trend identification procedure.
Versionsinformation:
Minor fixes, modified Settings menu