danielkrizian / danielkrizian/strategery
Trailing stops - ATR
Open
enhance - specs
- Dominant language
- R
- Stars
- 9
- Forks
- 21
- PR merge metrics
- No merged PRs in 30d
Description
3 ATR units away from the best point the position has seen since we opened it. So for long positions, the stop is always 3 ATR units down from the highest high since we bought and for shorts it is 3 units above the lowest low.
Clenow, Andreas F. (2012-11-26). Following the Trend: Diversified Managed Futures Trading (Wiley Trading) (Kindle Locations 1795-1797). Wiley. Kindle Edition.
Contributor guide
No contributing guide indexed for this repository
Assessment
This issue has not been assessed yet.