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John F. Berentson wrote:
> Try volatility based trailing stops.
>
> JFB
> Shaven Heads Trading
> NYC
JF,
Now is this x day historical vol off of a moving average, off of a
previous low?? or High?
To the group has anyone done any work on point of maximum thrust or
point of maximum panic for Exits, on an intraday basis... If you have.
What is it usually called.. What statistical measures are used in
comparing? Bar range as a % function of an average range
Don
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