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Old 03-27-2007, 08:08 PM
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Re: Optimal trailing stop percentage

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Hi al, welcome to the forums! A good way to look at a trailing stop is the ATR (average true range) of the last 10 bars. This will give you a good idea of the current market volatility for whatever market you're currently trading, and you can adjust your stop accordingly.
So, the idea is to tie stops to stock volatility, right? I personally believe this is very logical approach.

Well, but the volatility of a stock changes with time and here comes the necessity to track the stop and adjust it accordingly. This is rather time costing occupation.

How do those, who are not involved in all kinds of programming handle this problem? Any ideas?

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