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.
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.