|
PureBytes Links
Trading Reference Links
|
hi
is this for Ts 4.0 and s,c 4.0 or for St 2000?
regards
Ben
----- Original Message -----
From: "Chris McMurry" <chrismcmurry@xxxxxxxx>
To: <realtraders@xxxxxxxxxxxxxxx>
Sent: Sunday, July 29, 2001 11:55 AM
Subject: Re: [RT] the perfect stop loss
> 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
>
>
>
> To unsubscribe from this group, send an email to:
> realtraders-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Small business owners...
Tell us what you think!
http://us.click.yahoo.com/vO1FAB/txzCAA/ySSFAA/zMEolB/TM
---------------------------------------------------------------------~->
To unsubscribe from this group, send an email to:
realtraders-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|