V.17:10 (427-432): The Volatility Stop System by Mark Vakkur, M.D.
Product Description
The Volatility Stop System
Here’s a step-by-step through the development of a robust trading system for capturing major market moves.
Volatility systems have a long and honored history in technical trading. Here, I’ll show you a simple, robust version you can use on a weekly basis. I include code in a sidebar and show the results of optimizing the system for the Dow Jones Industrial Average (DJIA), some stocks, and some mutual funds. The results are good across the board. The most robust systems adapt themselves to the market or security being traded. One indicator particularly well suited to the intermediate-term trader or investor is what I refer to as the volatility stop. The volatility stop is based on the idea that a trading stop should be adjusted for an asset’s volatility, here measured as the average true range. (For more on true range, see the sidebar.)
Here’s a step-by-step through the development of a robust trading system for capturing major market moves.
Volatility systems have a long and honored history in technical trading. Here, I’ll show you a simple, robust version you can use on a weekly basis. I include code in a sidebar and show the results of optimizing the system for the Dow Jones Industrial Average (DJIA), some stocks, and some mutual funds. The results are good across the board. The most robust systems adapt themselves to the market or security being traded. One indicator particularly well suited to the intermediate-term trader or investor is what I refer to as the volatility stop. The volatility stop is based on the idea that a trading stop should be adjusted for an asset’s volatility, here measured as the average true range. (For more on true range, see the sidebar.)
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