Say i run an optimisation for the below:



And then I run a backtest with Zorro using the .PAR file....

If I was then to change the to say

And then backtest again and my results were better using the ATR(3); is it ok to do this or would you not recommend it? Would using the lesser time period for ATR also tighten up the stop?

Yes, it tightens the stop. After changing the ATR period, you must do the optimization again. Otherwise it's curve fitting.

Perfect, exactly the info I needed, many thanks.