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Re: [amibroker] Volatility stop?



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Hi Sid.  Yes, I think that might be it.  I guess Ensign incorporates this study with the flipping characteristic of the SAR (above or below depending on trend).  I'll have to try to figure that out.  Thanks a lot!
 
chuck
----- Original Message -----
Sent: Friday, December 02, 2005 1:19 AM
Subject: Re: [amibroker] Volatility stop?

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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