Chandrinos, Spyros K.; Lagaros, Nikos D. - In: Operations research perspectives 5 (2018), pp. 32-44
This work focuses on the development of a technical breakout trading strategy based on the Donchian Channel approach, aiming to the construction of profitable portfolios. In this direction, the Modified Renko Bars (MRBs) were developed first; that proved to be a useful trading tool that...