Strategies / S55
Chandelier Exit
Above the 200 SMA, held until a 4 ATR trail is hit.
Results
| Market class | Return | Holding | Sharpe | Max DD | Win rate | Trades |
|---|---|---|---|---|---|---|
| Crypto, 1d | -5.6% | +602% | 0.15 | -59.0% | 31.7% | 319 |
| Stocks, 1d | +472% | +28K% | 0.77 | -23.7% | 48.6% | 414 |
| Forex, 1d | -5.9% | +3.1% | -0.06 | -20.0% | 38.1% | 244 |
| Commodities, 1d | +193% | +1,833% | 0.45 | -25.6% | 45.8% | 271 |
| Indices, 1d | +147% | +878% | 0.59 | -20.1% | 50.2% | 239 |
The exact rule
- Go long when close crosses above SMA(200).
- Stop: 4 ATR(14) from entry.
- The stop trails 4 ATR(14) behind the last close.
- Declared timeframe: 1d.
Explain it with Ask AI (Premium, on a desktop)
Watch it trade
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Download
Pine ScriptFor TradingView
Paper botRuns on the Bot API, no real money
Python backtestOne file, no dependencies
READMEThe rule in plain words
Want it to run by itself? Read the automate guide, and use paper money first.
Related strategies
Bracket TrendA trend entry with a fixed +6% target and -3% stop.Bracket RSIAn RSI dip with a fixed +4% target and -2% stop.Trailing Stop TrendA 20/50 trend entry; a 3 ATR trail decides the exit.
Research, not advice. Past results do not predict future ones. Results run to 2026-10-31.