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Shelley, I've got no idea about other's indicators/stops/strategies -
I've learnt a while back that the only trading strategy worth
developing is one developed at home. ;)
Stops are basically breakouts in reverse, and by their nature all
breakouts give up a major portion of any potential trading profit.
Stops should only be used as a sort of safety net when suitable exit
signals fail. Furthermore, the depth of a stop needs to be tailored
to the trader's strategy and risk profile.
Replacing suitable exits with stops guarantees reduced profit.
Whether these profit losses translate into trading losses depends on
the trader's own trading strategy.
jose '-)
http://www.metastocktools.com
--- In equismetastock@xxxxxxxxxxxxxxx, Shelley Gould <sfgmail@xxx>
wrote:
>
> Hi Jose. I found your writeup on LeBeau's Chandelier exit.
> Wonder if there's been backtesting of this such that it best
> applies to trading within a specified time period.
> Can you comment on this type of exit as compared to others?
>
> Trailing Stop - ATR Chandelier Exit by Jose Silva
> vs.
> Trailing Stop by Andrzej Herman
> Trailing Stop II
> Trailing Stop Loss Indicator by Adam Hefner
> Trailing Stop Loss Indicator III by Adam Hefner
>
>
> Thanks in advance.
> Shelley
>
>
>
> ----- Original Message ----
> From: Jose Silva <josesilva22@xxx>
> To: equismetastock@xxxxxxxxxxxxxxx
> Sent: Monday, November 6, 2006 1:05:19 PM
> Subject: Re: How to determine the stability of volatility for a
> long periods of time?
>
> Shelley, post the code here and we'll see.
>
> jose '-)
>
>
> --- In equismetastock@ yahoogroups. com, Shelley Gould <sfgmail@ >
> wrote:
>
> Jose - Doesn't Kase's devstop take into account the variance on the
> volatility?
>
> Shelley
>
>
> ----- Original Message ----
> From: Jose Silva <josesilva22@ ...>
> To: equismetastock@ yahoogroups. com
> Sent: Sunday, November 5, 2006 6:44:02 PM
> Subject: [EquisMetaStock Group] Re: How to determine the stability
> of volatility for a long periods of time?
>
> Volatility itself is volatile. ;)
>
> Forget Std Dev - it only works on well-distributed bell-like data,
> and not that well on market data.
>
> Use HHV(ATR(1),periods) , and don't expect volatility to remain
> constant over time.
>
> jose '-)
> http://www.metastoc ktools.com
>
>
>
> --- In equismetastock@ yahoogroups. com, chichungchoi <no_reply@ .>
> wrote:
>
> I would like to determine which stock is more stable and less
> volatility for a long period of time, does anyone have any idea on
> this issue?
> Stdev(C, 60) can be defined as a unit to determine the volatility
> of price movement for a specific length of periods, but how to
> determine the stability of this volatility for a long period of
> time? such as 10 years.
>
> If there are two stocks A and B,
> Stdev(C, 60) for A is more volatile then Stdev(C, 60) for B in term
> of price movement, but Stdev(C, 60) for A is more stable then
> Stdev(C, 60) for B for 10 periods of time.
>
> Does anyone know how to measure the stability of volatility?
> Should I measure Stdev(Stdev( C, 60), 2500) to determine the
> volatility for 10 years? I could be wrong on this approach, does
> anyone have any suggestion?
>
> Thank you for any suggestion
> Eric
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