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Hi Ben,
How about:
Vol3 = Volatility(3)[1];
Vol5 = Volatility(5)[1];
Vol8 = Volatility(8)[1];
IncreaseInVol = Vol3 - Vol8;
PctIncrease = IncreaseInVol / Vol8;
If Vol3 Crosses Above Vol5 And
Vol3 > Vol8 Then
NewStop = CurrentStop - CurrentStop * PctIncrease;
DecreaseInVol = Vol8 - Vol3;
PctDecrease = DecreaseInVol / Vol8;
If Vol3 Crosses Below Vol5 And
Vol3 < Vol8 Then
NewStop = CurrentStop + CurrentStop * PctDecrease;
Chris
profitok wrote:
> For years I have been dreaming about the optimum stop loss if one can
> program in Ts or in excel the following when the 3 day
> volatility increase above the 5 and 8 day volatility increase the
> stop loss by the INCREASE percentage, and when volatility decrease
> on the last 3 days to be LESS then the 5 and 8 day make the stop
> closer{tighter) by the DECREASE in percentage in volatility (a
> project for a weekend? nice weekendBen
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