Thursday, November 20, 2008

ATS work in progress


The ATS is coming along nicely. My current problems are trying to find the best parameters on Bracket Trader for setting the trailing stop and profit protection offsets. Most of the trade signals were correct, but some of the good trades got stopped out around breakeven from the trailing stop getting hit. The question that I will have to continue to test for is how wide of a trailing stop will be most profitable at locking in winning trades without getting stopped out before the move has completed its move.


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