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Wilder
introduced ATR and used his EMA variant.
<FONT face=Arial color=#0000ff
size=2>ATR(239) --> Wilders(ATR(1),239).
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<FONT face=Arial color=#0000ff
size=2>Bob
<FONT face=Arial color=#0000ff
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<FONT face=Tahoma
size=2>-----Original Message-----From: Mr Valley
[mailto:valleymj@xxxxxxxxxxx]Sent: Friday, November 28, 2003 7:47
PMTo: AmibrokerSubject: [amibroker] AmiBroker Tharp
System Testing Template
<SPAN
class=125580103-29112003>Has anyone coded a Tharp
Volatility based template for AmiBroker they are willing to
share?
<SPAN
class=125580103-29112003>
I would like to
test Tharp's expectancy, position sizing @ 1% risk and % volatility entry and
exit stops based on Equity() and R-Multiples
...Like the book,
to begin with...
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I'm not good at
coding Stops, yet.
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size=2>
As an aside, Why
is there a difference between ATR(239) and MA(ATR(1),239) ?
Which is correct,
the MA?
<FONT face=Arial
size=2>
<FONT face=Arial
size=2>Thanks,
Mr.
Valley
<FONT face=Arial
size=2>
<FONT face=Arial
size=2>
<FONT face=Arial
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<FONT face=Arial
size=2> Send
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