|
Fullerton, CA
Posts: 201 since Dec 2010
Thanks Given: 33
Thanks Received: 98
|
I dumped EMD due to lack of volume. I'd be happy to find a replacement in equity indexes, but ES, NQ and YM don't perform well with this system. Maybe TF is the answer? Too bad there isn't a liquid US based equity index that swings like FDAX.
The Jurik ATR trailing stop hasn't demonstrated any greater effectiveness over the original code and actually hopped out of a few trades prematurely compared to the existing exit method. That's defeats the system's ability to stay in runners. However, the Jurik did save a tick or two in other situations, but I don't see the consistency. I thought the answer was to increase the length (size matters, right?). That did eliminate the early exits but at the expense of a bigger slip. For now I'll stay with the original code.
|
