What additional TP and SL are you using? some kind of ATR based trailing stop? or just defined TP/SL limit?
Hi... I'm implementing the rules exactly as described by the authors in the paper.
There is no take-profit. There is a stop-loss on the VWAP line, as explained in the paper and in the article.
Hi! Thanks for the reply. I was referring to CC's methodology of "additional" stop and take profit criteria. Sorry about the confusion. :)
Oh, I see!
We will need to ask him :)
For your security, we need to re-authenticate you.
Click the link we sent to , or click here to sign in.
What additional TP and SL are you using? some kind of ATR based trailing stop? or just defined TP/SL limit?
Hi... I'm implementing the rules exactly as described by the authors in the paper.
There is no take-profit. There is a stop-loss on the VWAP line, as explained in the paper and in the article.
Hi! Thanks for the reply. I was referring to CC's methodology of "additional" stop and take profit criteria. Sorry about the confusion. :)
Oh, I see!
We will need to ask him :)