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Portfolio Performance for the l-Bar Highest-High/Lowest-Low Trailing Stop with the Optimal Fixed Profit Target Found in Table 14-l
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(FIRST in Table 14-3) and the parameter for the stop after the entry bar (LATER) are both stepped from 0.5 to 3.5 in increments of 0.5. As with the previous tests of stops, the parameters had a gradual effect on performance and did not interact with one another to any great extent. An examination of the average performance for each value of the entry bar stop parameter reveals that the best results, in terms of risk-to-reward ratio, were obtained when that parameter was set to 2. For the parameter that applied to later bars, the best average result was achieved with values of either 2 or 2.5. For individual combinations of parameters, a FIRST parameter of 2 and a LATER parameter of 2.5 produced the best overall performance, with the least bad risk-to-reward ratio and nearly the smallest loss per trade. This stop model was marginally better than the optimal fixed stop, used as a baseline, that had a risk-to-reward ratio of - 1.46, as opposed to - 1.40 in the current case. As in Table 14-1, the best solution is shown in boldface type. The percentage of winning trades (42%) was also marginally better than that for the optimal fixed stop (39%).
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Test of the MEMA Dynamic Stop There are three parameters in this model: the initial money management stop pxameter, which sets the stop for the first bar; the ATR offset parameter (ATRO in Table 14-4); and the correction or adaptation rate coefficient (COEFF), which determines the relative rate at which the stop pulls in to the market or, equivalently, the speed of the modi@ed exponential moving average underlying this model. All three parameters are optimized with an extensive search. Table 14-4 shows portfolio performance only as a function of the ATR offset and the adaptation rate coefficient, the most important parameters of the model. The initial stop parameter was fixed at 2.5, which was the parameter value of the optimal solution.
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Portfolio Performance as a Function of First-Bar and LaterBar Stop Parameters Using the Dynamic ATR-Based StopLoss Model
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Again, the model responded in a well-behaved manner to changes in the parameter values. There was some interaction between parameter values. This was expected because the faster the moving average (or adaptation rate), the greater the average true range offset must be to keep the stop a reasonable distance from the prices and achieve good performance. The best overall portfolio performance (the boldfaced results in Table 14-4) occurred with an ATR offset of 1 and an adaptation rate coefficient of 0.3 (about a 5-bar EMA). Finally, here is a stop that performed better than those tested previously. The risk-to-reward ratio rose (- 1.36), as did the percentage of winning trades (37%) and the average trade in dollars ( - $1,407). TEST OF THE PROFIT TARGET This test is the best stop thus far produced: The MEMA stop had an initial money management parameter of 2.5, an average true range offset of 1, and an adaptation
rate coefficient of 0.30. In the original MEMA test above (the results reported in Table 14-4), the optimal fixed profit target was used. In the current test, the optimal fixed profit target is replaced with a shn nking profit target, i.e., one that starts out far away from the market and then pulls in toward the market, becoming tighter over time. The intention is to try to pull profit out of languishing trades by exiting with a limit order on market noise, while not cutting profits short early in the course of favorably disposed trades. The approach used when constructing the shrinking
T A B L E 1 4 - 4
Portfolio Performance of the EMA-Like Dynamic Stop as a Function of the ATR Offset and Adaptation Rate Coefficient with an Initial Stop Parameter of 2.5 ATR Units
profit target is very similar to the one used when constructing the MEMA stop. An exponential moving average is initialized in an unusual way; i.e., the running sum is set to the entry price plus (long) or minus (short) some multiple @Tim) of the average true range. In this way, the profit target limit begins just as the fixed profit target limit began. After the first bar, the price at which the limit is set is adjusted in exactly the same way that an exponential moving average is adjusted as new bars arrive: The distance between the current limit price and the current close is multiplied by a parameter @rga). The resultant number is then subtracted from the current limit price to give the new limit price, pulling the limit price in tighter to the current close. In contrast to the case with the stop, the limit price is allowed to move in either direction, although it is unlikely to do so because the limit order will take the trade out whenever prices move to the other side of its current placement. The second parameter (p&z) controls the speed of the moving average, i.e., the shrink age rate. The rules are identical to those in the test of the MEMA stop above, except as they relate to the profit target limit on bars after the first bar.
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