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Profile: forest_king
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User Name: forest_king
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Joined: Friday, October 29, 2004
Last Visit: Friday, September 11, 2015 9:07:37 AM
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Topic: ATR Ratchet Stop
Posted: Monday, January 11, 2010 7:41:09 PM
Thanks Nomad.  I'll give it a try.  In case you are interested I've attached the Blackstar study link below.  They introduce the stop on page 4.

http://www.blackstarfunds.com/files/Does_trendfollowing_work_on_stocks.pdf

Best regards.
Topic: ATR Ratchet Stop
Posted: Saturday, January 9, 2010 6:17:36 PM
Looking for Realcode for an ATR ratchet stop.  Here it goes:  the maximum (250 day) of (price - (10 * 14 day ATR).  Similar to what Blackstar used in their November 2005 study Does Trend Following Work on Stocks?.  Any ideas?  

I hope that I've expressed this correctly.  Many thanks.