Nick Rypock Trailing Reverse (NRTR)

NRTR

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创建日期: 2022-05-25 18:14:32

最后修改: 4 年前

复制: 8

点击次数: 1500

ChaoZhang

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1830

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This indicator was invented in 2001 by Konstantin Kopyrkin. The name "Nick Rypock" is derived from his surname reading in the opposite direction:

Kopyrkin -> Kopyr Kin -> Kin Kopyr -> Nik Rypok

The idea of the indicator is similar to the Chandelier Exit , but doesn't involve ATR component and uses a percentage instead.

A dynamic price channel is used to calculate the NRTR. The calculations involve only those prices that are included in the current trend and exclude the extremes related to the previous trend. The indicator is always at the same distance (in percent) from the extremes reached by prices (below the maximum peak for the current uptrend, above the minimum bottom for the current downtrend).

backtest

策略源码

Pine

/*backtest
start: 2022-04-24 00:00:00
end: 2022-05-23 23:59:00
period: 2h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
// Copyright (c) 2021-present, Alex Orekhov (everget)
study("Nick Rypock Trailing Reverse", shorttitle="NRTR", overlay=true)

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