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Very unreliable.
Think of it this way: it calculates a move "back" from the top of the/some
bar.
Now if you want to sell at the high of the bar just set a very small
trailing stop.
In real trading you don't know the high of a bar untill the bar is closed !
Robert
ps. You can verify this by plotting a smaller timeframe and see if TS plays
it honestly.
It works OK with large trailing stops.
----- Original Message -----
From: "Dennis Schutten" <schutten@xxxxxxxxx>
To: "Omega-List" <omega-list@xxxxxxxxxx>
Sent: Monday, September 02, 2002 4:47 AM
Subject: Trailing stop problem
> Hello,
>
> Just a question about the trailing stop in TS2000i. If I remember
correctly
> one should be cautious with using this stop. But why, I don't remember.
> Could someone refresh my memory?
> Maybe something with bouncing tick problem, but if you backtest it on a
tick
> resolution would this solve the problem?
>
> Regards,
>
> Dennis
>
>
>
>
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