Average True Range Trailing Stop is a great addition to many strategies, but will be it worth it to add it to a Trend Following Strategy?
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Content Time Stamp:
-------------------
00:00 Introduction
00:58 Typical trend following strategy example
02:54 Trend following strategy in Algo Wizard , SQX
04:28 Using the optimizer in Algo Wizard to see the distribution
06:10 Trend following on Interest Rates
07:09 Optimizing ATR Trailing Stop on S&P500 TF strategy
09:09 Checking the results of ATR optimizations
11:53 Epilogue
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