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Forums>StrategyQuant>General Discussion>Alternatives to the indicator ATR for volatility measure

  • #257330 |
    Customer
    248 Posts

    Alternatives to the indicator ATR for volatility measure

    Since ATR is widely used. The stop loss or trailing stop loss with ATR may be “attacked” by market noise.

    Here are some suggestions for alternatives.

    1、Like Stop/Limit Price ranges. We can choose the volatility indicators in Stop loss/Trailing Stop setting.

    2、Use the ATR caculated on the higher time frame.

    3、Add Standard deviation for Price ranges.

    4、Tailing stop from the High or Low price,not only the Close.

    #257409
    tomas262
    Administrator
    1304 Posts

    Thanks for your feedback, these are good ideas actually. I will let developers know about it

    #257439
    Customer
    46 Posts

    I would love a trailing stop by fractals of said time frame

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