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I
would like to optimize trailing stops. I have one system, one set of
parameters across 7,000 stocks using MS 8.
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The
built-in trailing stop methodology doesnt (appear to) lend itself to
optimizing.
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<FONT face=Arial color=#0000ff
size=2>Therefore, I would like to do my own in the "sell" statement.
I can pretty well imagine how to do most of the logic, but I don't know how to
tell that I'm in a trade. Perhaps I don't care? Perhaps I
should just go ahead and calculate the trailing stop as a sell. If I'm in
a trade, it will exit. If I'm not in a trade, it probably doesn't even get
calculated.
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I feel
like I want to say "if in a trade, exit on my calculated trailing
stop". Perhaps the "sell" statement has the first part of that
already built-in? I'm too much of a procedural programmer to
see the light in MetaStock sometimes.
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Any
comments? Joe?
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