Chandelier Exit

A volatility-adjusted trailing stop: the long exit hangs three ATRs below the highest high of the lookback, the short exit mirrors it above the lowest low. Volatile markets get more room to breathe, quiet markets get a tighter stop.

Live Demo

Pick a market regime to see how Chandelier Exit(22) reacts:

Usage

import {ChandelierExit} from 'trading-signals';
 
// ChandelierExit yields results once 22 inputs have been added
const chandelierExit = new ChandelierExit();