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Look at what happens after a big move and decide what you want. A shorter
ATR period will mean that stops after a big move will widen out massively
for a short while and then revert. A longer ATR period will show a smaller
impact that will go on for longer. What works best depends on the rest of
the system.
Andrew
-----Original Message-----
From: equismetastock@xxxxxxxxxxxxxxx [mailto:equismetastock@xxxxxxxxxxxxxxx]
On Behalf Of metastkuser
Sent: Tuesday, May 31, 2005 11:06 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Chandelier (or any volatility-based) exit
I'm doing some testing of LeBeau's Chandelier exit and would like some
opinions/guidance on the pros/cons of using the ATR itself versus the EMA of
the ATR. (I'm looking at short term ATRs - either 10 or 15 bars).
Thanks!
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