Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade
Backtester ATR Stop value recalculated daily VERSUS maitaining the value calculated on the date of enrty trade
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David Pemberton
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David Pemberton commented
The current ATR Stop in the Backtester never changes value from the time it is calculated at trade entry. This undermines the premise of an ATR Stop, which is to adjust to market volatility so that the stop is reflective of the market unfolding conditions.