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To: Heg Heg who wrote (41154)4/24/1998 10:14:00 AM
From: jjs_ynot  Read Replies (1) | Respond to of 58727
 
Here is the V-stop formula from Patrick

To: j g cordes (40988 )
From: Patrick Slevin
Thursday, Apr 23 1998 12:37PM ET
Reply # of 41152

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.

I am trying to interpret how to us this formula.



To: Heg Heg who wrote (41154)4/24/1998 10:21:00 AM
From: donald sew  Read Replies (3) | Respond to of 58727
 
Heg,

Thanks alot