Re: [RT] the perfect stop loss

[Chris McMurry <chrismcmurry@xxxxxxxx>]

Hi Ben,

I use TS2Ki, but it should work on 4.0 & SC, I think.

BTW, I think I would change the following:
> If Vol3 Crosses Above Vol5 And
>    Vol3 > Vol8 Then

to:
If Vol3 Crosses Above Vol5 And
    Vol5 > Vol8 Then

Same on the downside.

Chris

profitok wrote:

> 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
> >
> >
> >
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> >
> >
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> >
>
>
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