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#72093

Thank you Jebus89.

As you know the volatility over the past 14 yrs has been up and down. I typically use the ATR over say 30 periods to work out my stop. How do I factor this in when trying to develop a robust system over 10+yrs when the ATR can fluctuate significantly? lets say today the ATR is 12, but 4 years ago it was 20 due to volatility and lets say in 2008 in the crash it was 40. What stop loss value would I use, as you can see depending on the volatility my stop loss will need to be adjusted. To tight and during volatilie times  will be stopped out quickly and a large stop of 40 pips may take weeks to reach in less volatile periods. Your thoughts?