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In this group of tests, the fixed money management stop of the MSES is replaced with what will; it is hoped, be a much better stop. The placement of the stop is dynamically adjusted. The goal is to capture as much unrealized profit as possible, while not turning potentially profitable trades into losing ones, as might happen with an overly tight, fixed stop. There are many ways to adjust the stop so that it follows or trails the market, locking in some of the profit that develops in the course of a trade. One popular method is, for long positions, to place the stop for the next bar at the lowest of the lows of the current and previous bars. The stop is only placed at progressively higher levels, never lower levels. For short positions, the stop is placed at the highest of the current bar s and previous bar s highs, It is only allowed to move down, never up. This simple methodology is examined in the first test. The second test is of a dynamic stop that mimics the fixed stop used in the MSES. The stop is adjusted up (long) or down (short) based on the current price minus (long) or plus (short) a multiple of the average true range. Unlike the stop used in the MSES, where the placement was fixed, the placement revisions of this stop are based on current market value. The revised placements may only



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A typical voice signal is made up of frequencies that range from approximately 30 Hz to 10 KHz. Most of the speech energy, however, lies between 300 Hz and 3,300 Hz, the so-called voice band. Experiments

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occur in one direction: up for long positions, down for short ones The intention is to keep the stop a similar statistical distance from the best current price achieved at each stage of the trade, just as it was from the original entry price The stop for long positions is calculated as follows: (1) Subtract from the entry price a parameter (mmstp) multiplied by the average true range (the result is the stop for the next bar) (2) On the next bar, subtract from the current price another parameter (stpa) multiplied by the average true range (3) If the stop resulting from the calculations in Step 2 is greater than the current stop, then replace the current stop with the resultant stop: otherwise the stop remains unchanged (4) Repeat Steps 2 and 3 for each successive bar.

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have shown that the frequencies below 1 KHz provide the bulk of recognizability and intelligibility, while the higher frequencies provide richness, articulation, and natural sound to the transmitted signal. The human voice has a remarkably rich mix of frequencies, and this richness comes at a considerable price. In order for telephone networks to transmit the voice s entire spectrum of frequencies, significant network bandwidth must be made available to every ongoing conversation. There is a substantial price tag attached to bandwidth; it is a finite commodity within the network, and the more of it that is consumed, the more it costs.

Thankfully, work performed at Bell Laboratories at the beginning of the twentieth century helped network designers confront this challenge head-on. To understand it, let s take a tour of the telephone network. The typical network, as shown in Figure 3-62, is divided into several regions: the access plant; the switching, multiplexing, and circuit connectivity equipment (the central office); and the long-distance transport plant. The access and transport domains are often referred to as the outside plant; the central office is, conversely, the inside plant. The outside plant has the responsibility to aggregate inbound traffic for switching and transport across the long haul, as well as to terminate traffic at a

In the stop for short positions, the multiples of the average true range are added to the market prices and the stops are ratcheted down The third test involves a more sophisticated approach For long positions, the stop is initialized a certain number of average true range units below the entry price, as usual The stop is then moved up an amount that is determined by how far the current prices are above the stop s current value For short positions, the initialization occurs above the entry price, and the stop is moved down to an extent determined by how far the current prices are below it The stop initially moves in quickly, losing momentam as it reaches the vicinity of the current price level.

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