RE: [Metastockusers] How to select the most appropriated volatility for Stop Loss indiator?

["Richard Dale" <richard@xxxxxxxxxxxxxxx>]

You might find a Chandelier ATR-based volatility stop/trailing stop suitable.

 

Here's one I prepared earlier:

http://www.tradernexus.com/

 

Best regards,
Richard Dale.
Norgate Investor Services
- Premium quality Stock, Futures and Foreign Exchange Data for
  markets in Australia, Asia, Canada, Europe, UK & USA -

www.premiumdata.net

 

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From: chichungchoi [mailto:chichungchoi@xxxxxxxxxxxx]
Sent: Friday, 4 March 2005 02:49
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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