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Re: [amibroker] Volatility stop?



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Chuck, SAR is the parabolic indicator.  For a volatility stop I think you should be using ATR (average true range) where 9 is the period and 2.5 is the multiplier (numbers) of ATR(9)s to use.

Sid


At 05:08 PM 12/1/2005, you wrote:

I'm trying to copy a volatility stop study from Ensign.  In Ensign the parameters are
 
9 bar
2.5 multiplier
 
I can't seem to get SAR() to match it at all. 
 
Thanks in advance.
 
chuck
 


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Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html





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Software support Real estate investment analysis software Investment software


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