BTC-USD 30/10/2015 (4/7) – Win


WIN (4/7)


Date: 30/10/2015
Tick: 314.2300
Entry: 314.2300
Risk: 126.56
Stop: 293.4093
Size: 1910.1037
Leverage: 15.09
Trailing stop activation: 335.0507

Cause: C1
Date: 26/12/2015
Tick: 416.5100
Exit: 416.5100

Realised: 621.73
% Change: 491.24%

Realised: 26965.43
% Change: 2.36%
Drawdown: 0.000

A period with a large true range can actually cause the TS to go down. We can see below the candle on the 4th November actually induced the TS to drop to around 294.817 when previously it was 340.868 set up by the candle on the 3rd.

It worked out in our favour this time. It will be interesting to keep an eye on when it does the same yet we exit at the lower TS. If it goes against us more that for us, then we will need to adjust the system such that we can only increase the TS not reduce it.