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PureBytes Links
Trading Reference Links
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One way is to look at MFE and MAE analysis (e.g. Sweeney, Chande etc.). But
you need to have a way to generate C/H/L info for every bar in the trade -
tough in Metastock.
-----Original Message-----
From: chichungchoi [mailto:chichungchoi@xxxxxxxxxxxx]
Sent: Thursday, March 03, 2005 10:49 AM
To: Metastockusers@xxxxxxxxxxxxxxx
Subject: [Metastockusers] How to select the most appropriated volatility for
Stop Loss indiator?
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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