Stop loss/profit targets while doing walk forward

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Updated February 6, 2012

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Stop loss/profit targets while doing walk forward

drw112 · 2012-02-06T14:18:57-05:00

I'm curious on how others do their stop loss and profit targets on stocks to have moved a large dollar amount when doing backtest/walk forward? Do you just set a very large range for parameters for these settings? Do you use %? When testing a large moving stock like GOOG (which has literally moved 500 pts since going public) I do better and better as it gets closer to present but my initial results are usually weak. Currently I've been using price * TickSize for my stops/pts but I'm wondering if I need to go really wide or if there is another solution?

February 6th, 2012, 03:18 PM	#1 (permalink)
drw112 Chicago IL Elite Member Experience: Beginner Platform: Sierra Chart Trading: Futures Posts: 117 since Feb 2012 Thanks Given: 22 Thanks Received: 120	I'm curious on how others do their stop loss and profit targets on stocks to have moved a large dollar amount when doing backtest/walk forward? Do you just set a very large range for parameters for these settings? Do you use %? When testing a large moving stock like GOOG (which has literally moved 500 pts since going public) I do better and better as it gets closer to present but my initial results are usually weak. Currently I've been using price * TickSize for my stops/pts but I'm wondering if I need to go really wide or if there is another solution?