Forum: Traders Hideout
January 5th, 2010, 08:47 AM
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Replies: 17
Views: 9,306
Intuitively this makes sense, but do you have...
Intuitively this makes sense, but do you have some data to illustrate this, e.g. a plot of performance for your target versus a hard (static) target?
Are you using these in an automated or...
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Forum: Traders Hideout
January 4th, 2010, 04:38 PM
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Replies: 17
Views: 9,306
Sure there is a profit target, so exits are by...
Sure there is a profit target, so exits are by way of profit target being met or else by a stop loss (hard or trailing). The point is that the profit target is held constant for all of the backtests,...
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Forum: Traders Hideout
January 4th, 2010, 03:42 PM
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Replies: 17
Views: 9,306
Hard versus trailing stops as exits
It took me a while to test this, but here are the results of a hard versus a trailing stop for the same data and same trading system.
Data comprised 2.5 years of ES 10 min bars (2006-mid 2008) --...
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