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To: j g cordes who wrote (40987)4/23/1998 12:14:00 PM
From: Patrick Slevin  Respond to of 58727
 
I was looking at it on a daily basis. (The V-Stop)

Had you entered around 960 the stop would have trailed you all the way up. It is currently at 1111.57, using the parameters I have it set to.

Gotta rush, I have to chicken trade a few contracts.



To: j g cordes who wrote (40987)4/23/1998 12:37:00 PM
From: Patrick Slevin  Respond to of 58727
 
The Volatility Stop....

....is calculated by multiplying the average range of a bar by a constant; the resulting value is added to the lowest close while short or subtracted from the highest close while long.

The software I use presents this as the formula.

RANGE = (RANGE * (N-1) + HIGH - LOW) / N

The suggestion for the constant is to use somewhere from 2.8 to 3.1; I use 8 bars and 2.0 for the constant.


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