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Wilder started with a concept called True Range (TR) which is defined as the
greatest of the following:
- The current high less the current low.
- The absolute value of: current high less the previous close.
- The absolute value of: current low less the previous close.
And I think ATR is just an MA of that. I'm with Al, I don't see how that
applies correctly to MFs.
Ken, do you have a ticker list of the no-ERF funds from Fidelity? If you do,
I'd love a copy, either here or to dmerrill at usa dot net.
Thanks,
Dave
> ARF ARF. Sorry, couldn't resist. ART should be ATR and FidoMFs are my
> list of Mutual Funds available at Fidelity with no ERFs (gasp - Early
> Redemption Fees).
>
> AB happily calculates ATR(x) on mutual funds, so no problem there. I
> assume the routine uses the O=H=L=C that is true for all MFs. BTW,
> ranking by SD and ATR does not produce the same order of funds. Similar
> in places, very different other places.
>
> Ken
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