RE: [EquisMetaStock Group] Volatility-based Stops and Statistics

["dr.torque" <drtorque@xxxxxxxxx>]

Title: Message

hi metastuser,

i am already interested in this topic.

if you can email privately we can discuss about it.

drtorque@xxxxxxxxx

 

thanks.

 

-----Original Message-----
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx] On Behalf Of metastkuser
Sent: Sunday, May 01, 2005 10:09 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Volatility-based Stops and Statistics

1) Does anyone have any statistical data that relates the number of
ATRs used in a volatility-based stop strategy (like the chandelier
exit,...), the lookback period of the ATR and the probability of being
stopped out?

2) What about the number of ATRs to the standard deviation of the
stock price?

The only datapoint I have is: Stop loss based on 1 ATR(15) will be
stopped out 40% of the time within the next day.

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