Quote Originally Posted by Pierre Brodeur View Post
This is none of my business but the quant in me believes the robot should be aware 'more human" :_)

Pierre Brodeur
Pierre,

The robot is using the risk-management algorithms that gave the optimal long term risk-adjusted returns in backtesting. These algorithms are indeed not human. And the robot performance is neither human too. They will remain proprietary and we cannnot answer your question without breaching our confidentiality commitments.

ATR is not a measure of risk but of volatility. The answer is hidden behing that simple sentence, that I can tell you.

Billy