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Just a suggestion, if you are going to test a lot of indicators,
use one of the simpler ones as a benchmark or use one that you know
about, say that was published somewhere. Let's call it the baseline
system. Then you can see if the others outperform or underperform
relative to the baseline. Also, use the baseline to determine the
stop loss and use this for all the rest.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://tsatsaeod.ferra4models.com
http://www.ferra4models.com
--- In equismetastock@xxxxxxxxxxxxxxx, chichungchoi <no_reply@xxxx> wrote:
>
>
> Does anyone know how to select the most appropriated level of
> volatility stop loss indicator for a group of indicators?
> There are a group of indicators to trigger their buy signals only and
> their exiting strategies are based on a volatility stop loss
> indicator. For each indicator, their stop loss indicator can be
> optimized for different levels of volatility, but there will be
> difficult for comparing their buy signals' performance, since their
> exiting strategies are using different levels of volatilities or
> comparing apples with oranges. If I set an arbitrary level for the
> volatility stop loss indicator for all indicators, then their buy
> signals' performance can be compared, since we are comparing apples
> with apples. However, I get no idea how to determine the most
> appropriated arbitrary level of volatility for the stop loss
> indicator, does anyone have any great idea?
> Thank you
> Eric
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