ES 1/09 backtest results better without stops. Your experience?

[cunparis]

So we'll find out if that is a good or bad thing for my strategy in about 30 minutes...

What was the result?

I tried your ATR idea on the strategy I'm currently developing. It just made results worse but I will keep the idea for the future.

I'm curious about the std dev. How did you program it? Could you just say that if price goes outside of a BB you stop out?

[ctrlbrk]

It was better with the ATR. I just used StdDev(barsarray[x], period) and tried a few different time frames and periods and couldn't find anything that performed better than the ATR.

I set my stop as soon as the trade is entered, I don't adjust it afterwords on this particular strategy or use a trailing stop.