mamba daily long volatility system, page-5

SnowDrop, could you explain the Monday modification and how the numbers change in 2 hours?

Just like to grasp a bit more around the volatility parameters .

Thanks!

I can see that the targets are symmetrical on the OCO triggers which seems to imply you are assuming normality in your volatility i.e. Standard deviations?
I can totally understand if you need to "draw the veil" at any stage so feel free to shoot me down when/where necessary.