Optimisation of ATR Dev Stops

Bard · Mon, 16 Jul 2018 17:23:51 +0000

Hi (Reposting as I can see no trace of this question when originally posted this morning) How you would optimise the Kase Dev Stop when using it in a system? (Dev Stop = Std Deviation Stop based on ATR). It’s not like I am able to optimise values eg: between -1 and +1 by increments of 0.1 on a custom indicator like the Ehlers Supersmoother Oscillator — (it’s on this forum, and -0.8 cross-overs to buy and + 0.8 cross-unders to sell are good values btw), — because the Dev Stops ATR bands are on the price chart and are not bound, they are “fluid” in their ATR values? I know it can be done as a user on this forum did mention they’d optimised values and found that Dev Stop values of >4 and <5 worked best. Any ideas? https://www.prorealcode.com/prorealtime-indicators/kase-dev-stop-v3/ Cheers for any help or suggestions, Thanks Bard

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07/16/2018 at 6:23 PM #76092

Bard

Hi
(Reposting as I can see no trace of this question when originally posted this morning)

How you would optimise the Kase Dev Stop when using it in a system? (Dev Stop = Std Deviation Stop based on ATR).

It’s not like I am able to optimise values eg: between -1 and +1 by increments of 0.1 on a custom indicator like the Ehlers Supersmoother Oscillator — (it’s on this forum, and -0.8 cross-overs to buy and + 0.8 cross-unders to sell are good values btw), — because the Dev Stops ATR bands are on the price chart and are not bound, they are “fluid” in their ATR values?
I know it can be done as a user on this forum did mention they’d optimised values and found that Dev Stop values of >4 and <5 worked best.

Any ideas?

https://www.prorealcode.com/prorealtime-indicators/kase-dev-stop-v3/

Cheers for any help or suggestions,

Thanks
Bard

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