Formula or Code for "Beta-Adjusted Trading Stops" by Thomas Bulkowski?
Author: Carova
Creation Date: 10/17/2020 8:39 PM
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Carova

#1
Does anyone have the formula or code for "Beta-Adjusted Trading Stops"? It is from the January 1997 Issue of S&C. Thanks!

Vince
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Eugene

#2
Bulkowski's article doesn't have any code. Technical analysis software was rudimentary back in 1997 to provide the scripting support required to implement his frequency distribution idea. No way some dinosaur program of those days could be used but of course Excel and VBA could.

Check this out:

CODE:
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Carova

#3
Eugene,

QUOTE:
Technical analysis software was rudimentary back in 1997


Yes, I know. I wrote a backtesting system in the late 80's that I used to develop a number of trading systems.

CODE:
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Vince
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Eugene

#4
Cool. Nice to know.
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