Traders' Roundtable

If I have a system that trades monthly bar compression, do I MTM on a monthly bais or a daily basis?

Further, my entries are on the basis of monthly bars but do I move my stop according to daily bars? I suppose I could either reference daily or monthly bars for stop calculation and periodical adjustment.

Many thanks.

Hi Damian-

If you are talking about pro-forma data and the like, the last time I dealt with it the look was monthly. This has a nice way of forgiving dips during mid month. But.. I can be wrong on how you want to handle it.

For another view of it, please follow this link:
viewtopic.php?t=89

Sir G