Jim berg published an article on a trading system that uses the ATR in Stocks and Commodities. The name of the article is " The truth abouh about volatility" Can we get a version into Wealth-Lab?

His volatility trading stop is well known. Essentially, this is a variation of the system featured in the article:

NRTR_WATR
ActiveTrader 2007-03 | NRTR_ATR Intraday system

Eugene,
Its not quite what I've been looking at. His article covered using indicators to see if the market was in a rising trend and also RSI to look at entering a trade. The entry signal for a trade (on a daily or weekly basis) was .. If the close is greater than the lowest low value(based on the low of the last twenty periods) plus twice the 10-period ATR, then enter a long position. The Exit is , if the close is less than the highest high value( based on the high of the last twenty periods) minus twice the 10 day ATR. He also included a Volatility trailing stop at two times the 10 day ATR, but adjusted it to stay at its highest level for 15 periods (days or weeks). A Volatility profit taker was included also that identified when the price exceeded a 13 period exp moving average plus 2 times the 10 period ATR.
See Stocks and Commodities v.23.2 (14-20) See attached

Thanks
Stan

The article's exit strategy description is probably its weakest point: several exit rules contradict each other and a complete exit strategy is missing. Page 3 is very confusing. Sounds like the author chooses different exits for the various scenarios: normally C<(HHV(H,20)-2*ATR(10)) and sometimes HHV(C-2*ATR(10),15). Considering this, I provided the choice of trailing exits through a parameter slider.

I uploaded the strategy so you can pick it up using "Open Strategy> Download":

S&C 2005-02 | The Truth About Volatility (Berg)

Hope this helps. Feel free to modify on your own.