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<SPAN
class=125580103-29112003>Has anyone coded a Tharp
Volatility based template for AmiBroker they are willing to
share?
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class=125580103-29112003>
I would like to test
Tharp's expectancy, position sizing @ 1% risk and % volatility entry and exit
stops based on Equity() and R-Multiples
...Like the book, to
begin with...
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I'm not good at
coding Stops, yet.
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As an aside, Why is
there a difference between ATR(239) and MA(ATR(1),239) ?
Which is correct,
the MA?
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<FONT face=Arial
size=2>Thanks,
Mr.
Valley
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