Loft Strategy V1
This strategy consists of a kalman filter (by alexgrover) and a "stop and reverse" line which is following the kalman filter.
If the price goes in the same direction as the position side, the "stop and reverse" line approaches the kalman filter as set on the "Approach Decrease Step" parameter.
If the price goes in the same direction as the position side, the "stop and reverse" line approaches the kalman filter as set on the "Approach Decrease Step" parameter.