| StockFetcher Forums · General Discussion · Weekly count of one standard deviation moves | << 1 2 >>Post Follow-up |
| 15minofPham 171 posts msg #160966 - Ignore 15minofPham |
3/23/2024 12:56:12 PM Xarlor, Could you please use the Delta 12 & 10, with exit at 25%, 50%, and 80% of max profit. Is it possible to create an ATR filter similar to the SD as I see some SDs are too far out to collect any decent premium. |
| xarlor 620 posts msg #160967 - Ignore xarlor |
3/23/2024 1:16:01 PM Try editing the SD filter with ATR instead and post what you come up with (give a fish, teach how to fish and all that). Backtest only allows 5 Delta increments so I ran it for 15 & 10. 25 
50 
80  |
| 15minofPham 171 posts msg #160970 - Ignore 15minofPham |
3/23/2024 3:57:05 PM I tried it last night, but it didn't work. This time I added "Weekly", and it seems to work. It looks like using ATR gives a better premium. |
| 15minofPham 171 posts msg #160978 - Ignore 15minofPham |
3/24/2024 1:33:30 PM It's amazing that NVDA stays undefeated at 80% of max. Thanks for the backtest Xarlor! |
| bert123 56 posts msg #161006 - Ignore bert123 |
4/5/2024 3:51:06 PM 15min: Would be interested in seeing some forward examples utilizing this filter. Thanks |
| StockFetcher Forums · General Discussion · Weekly count of one standard deviation moves | << 1 2 >>Post Follow-up |