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<font size=3 color=black
face="Trebuchet MS">Is there a way to program
the system tester to know when a trade is currently long or short, and to base
decisions based on that trades entry price?
I want to program an exit point to equal the “entry price” + say the
standard deviation of the previous 9 bars.
This would give you say 40 entry price + 6 dollars standard deviation
for an exit price of $46.
<font size=3 color=black
face="Trebuchet MS">
<font size=3 color=black
face="Trebuchet MS">My system, which works quite
well, uses a profit stop of 12% to exit trades.<span style="mso-spacerun:
yes"> This obviously works only on highly volatile stocks.<span
style="mso-spacerun: yes"> I would like to have the system
automatically determine achievable profit goals based on historical volatility
of the stock, in order to have it work on stocks with varying betas.
<font size=3 color=black
face="Trebuchet MS">
<font size=3 color=black
face="Trebuchet MS">Is there a way to program
profit stops that are dependant on stock volatility, and avoid using arbitrary
points or percentages in the profit stop tab?
<font size=3 color=black
face="Trebuchet MS">
<font size=3 color=black
face="Trebuchet MS">Thanks,
<font size=3 color=black
face="Trebuchet MS">David DeFina
ddefina@xxxxxxxxxxxx
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