Registered User
Joined: 8/10/2008
Posts: 30
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Hello - I want to backtest a strategy that uses ATR volatility as a trailing stop. For example, let's say I use a 10 period ATR as the trailing stop, ATR for today is equal to 1.50, and the position I'm in goes down $1.51, I want to sell. Please advise how I would set up this condition to use as an exit strategy when backtesting. Thank you.
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