Demonstrate Successful Trailing ATR Stop
I would like to see a Strategy of the Week that can demonstrate a successful use of the Trailing ATR Stop.
7
votes
Ken Reso
shared this idea
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Paul Hinkley commented
Agreed, as well, please show some back tests that demonstrate the ATR stop to be equal or superior to other exit regimes (exit). After countless number of backtests, in consultation with ATR experts, I have never been able to get results that are better than other stop regimes, or close to buy and hold strategies for the same period.
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Edward Popham commented
Look at NFLX in July 2011. Beta of 0.63!