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Thought I'd put a little effort into trying new stops. I currently use
AvgTrueRange multiples for my stop loss of my systems. Thought I would try
Max Adverse Excursion a try to see how much of an edge that offers my system
work. Has anyone done any work with these kind of stops? Is it worth the
extra effort over ATR stops?
Has anyone got any TS4 code for this? I guess it the MAE of the last 30
winning trades should be tested and that used as the threshold. Thanks in
advance.
Jim
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