Backtesting a Trading Strategy Using an ATR Trailing Stop

This video shows how an ATR trailing stop can be used to close trades on a trading strategy. I use an Excel model to simulate a large number of backtests. The results show a trading strategy can be profitable using random entry providing good trade management is used. In the accompanying article I carried out more tests which changed the results slightly from those in the video. Check out the article here: http://wp.me/p32qmZ-P4 How to calculate popular indicators using Excel is the subject of my latest eBook, now available in the Amazon Kindle Store: http://amzn.to/1smFKHr My ebook course on building backtest models in Excel is also available in the Amazon Kindle Store: http://amzn.to/15NDaw4 Follow me on Twitter: https://twitter.com/Tradinformed Facebook: http://on.fb.me/1715mCE Or Google+ https://plus.google.com/+MarkUrsell/ www.tradinformed.com

Comments

1. What is the ATR setting? 14?
2. Does your results change with timeframe? What if we use 1h, 2h, 4h, D timeframes?
3. thx for subtitles