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Andrew -- thanks, but I was asking about using the ATR's EMA versus
the actual ATR number. (I understand the ATR lookback period's
implications as you have explained).
--- In equismetastock@xxxxxxxxxxxxxxx, "Andrew Tomlinson"
<andrew_tomlinson@xxxx> wrote:
>
> 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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