Parmeters for today market volatility

Discussion in 'Automated Trading' started by, Jul 21, 2009.

  1. 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.