Re[2]: Is my Clayburg adaptive stop Interpretation Correct?

[Ernie Bonugli <ebonugli@xxxxxxxx>]

Hello Bob,

Tuesday, January 08, 2002, 12:58:14 PM, you wrote:

BF> As I read it, it is a bit more complicated than that (but I may be
BF> interpreting it incorrectly as the description is not precise). See
BF> notes below with my code...............

Thank you again.

Well, under the one system that I tried it on, both versions and a couple
of other variations of the adaptive stop tends to increase the percent
profitable at the sacrifice of the Sharpe ratio.  So at least for this
one trading system, I think I'll keep the my "crude dynamic" parabolic
stop which I initially had in place.



-- 
Best regards,
 Ernie                            mailto:ebonugli@xxxxxxxx