Recently I noticed that optimizing the base strategies using a past quiet period doesn't work quite well in hi-volatility markets like this month.
I'm thinking in using a dynamic way to set the entries and exits in concordance with the volatility. In the past I used the ATR (avg. true range) but this isn't implemented on JBT. How do you cope with hi-volatility markets? -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
