The VoltyExpanCloseLX strategy generates Long Exit signals based on the Average True Range (ATR) value: when the next bar's low price is less than the current close by the specified number of ATRs. A Long Exit signal is generated for the next bar at the level of the current close minus ATR times factor (thus emulating a stop order). However, if the next open price is less than this level, the strategy will use it instead.
||The factor to multiply the Average True Range by.|
||The number of bars to calculate the Average True Range.|
||The type of moving average to be used in calculations: simple, exponential, weighted, Wilder's, or Hull.|