Risk Based Postion Sizing - The Chartist

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May 31, 2018 at 2:01 am #101814

ZachSwann
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I was reading “Following The Trend” Clenow mentions using the Standard Deviation of the daily price returns as an alternative of the ATR method.

Has anyone been down this rabbit hole?

June 1, 2018 at 12:53 am #108739

RobGiles
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Zach Swann wrote:

I was reading “Following The Trend” Clenow mentions using the Standard Deviation of the daily price returns as an alternative of the ATR method.

Has anyone been down this rabbit hole?

Sort of. I’m looking at Keltner Bands with 1,2 and 3 SD’s around an average to look for a) MR setups and b) trend break-outs. Hven’t coded anything yet though.
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