[kero]

Ok. I understand the concept and how it's useful. I was, myself, trying to figure how to deal with volatility since long time. Clearly, it needs to be integrated in the way we deal with the stoploss.

The only thing I don't really get is when you write "3x the ATR (200) i.e. 3% ATR". Ok: the stop is at 3 times the ATR. That's clear. But I don't see in what sense you say that this corresponds to 3% ATR. 3% of what ?

Not so important anyway.