Parmeters for today market volatility
Hi there, maybe anyone have a suggestion…
I am trying to calculate the 3 optimal parameters:
"SL" (in pips).
"start trailing after x pips" - in pips
"trailing stop" - the value of the trailing stop that will start after x pips.
When I say "optimal parameters" I mean the best performance parameters for strategies that run with a random signal...
Let's say that we always have only one position that's only "buy" or "sell" or "none".
I guess its related for the volatility & the trading range…but how do I calculate this…
This specific strategy is for Forex …but it can be for every asset.
Thanks allot for your help in advanced.
Cheers,
Maio
http://www.forex-tsd.com/images/smil...ring_teeth.gif
Hi there, maybe anyone have a suggestion…
I am trying to calculate the 3 optimal parameters:
"SL" (in pips).
"start trailing after x pips" - in pips
"trailing stop" - the value of the trailing stop that will start after x pips.
When I say "optimal parameters" I mean the best performance parameters for strategies that run with a random signal...
Let's say that we always have only one position that's only "buy" or "sell" or "none".
I guess its related for the volatility & the trading range…but how do I calculate this…
This specific strategy is for Forex …but it can be for every asset.
Thanks allot for your help in advanced.
Cheers,
Maio
http://www.forex-tsd.com/images/smil...ring_teeth.gif