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itchn2trade
Posted : Wednesday, December 30, 2009 10:42:51 AM
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Joined: 8/10/2008
Posts: 30
 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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