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authornic <ra@afu.re>2024-10-26 14:42:20 -0400
committernic <ra@afu.re>2024-10-26 14:42:20 -0400
commit7bc86b442be76992c4966905719a54cb23f32444 (patch)
treeb34f1dbbbe1566dd946fb33dabbd5c68e21a7af2
parent2186f59681fab3023ae2901f54a9ef9ea5b3fec6 (diff)
Auto from nzxt - Sat 26 Oct 2024 02:42:20 PM EDT
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@@ -48,6 +48,14 @@ soft target = 0.2 * 3 = .6 = 2.6
when soft target hit buy short stop A short more stock B
roll up stp loss
+ATR for spreads: take data for 10month of stock in spread
+work out montly ATR
+set stop loss as avg of the 2
+
+For spread both stock can go up or down does not matter
If started positon half of max position can cut stp loss by half
+
+
+Start by analysing Volatility ATR of the stock to set initial hard stp loss and soft target