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I only use C, in a few rare cases the closing price gaps up or down
causing a big change in the ATRP.
Are trying to find stocks that are "day rangers"?
--- In amibroker@xxxxxxxxxxxxxxx, "Louis P." <rockprog80@xxx> wrote:
>
> By the way, do you see any advantage of using average of C instead
of close,
> besides the smoothing effect?
>
> Louis
>
> 2008/9/16 Louis P. <rockprog80@xxx>
>
> > Wow! It works very well!
> >
> > Thanks a lot!
> >
> > Louis
> >
> > 2008/9/16 marketmonk777 <RedEyes777@xxx>
> >
> > This is an Include file that I use (so I don't have to copy these
> >> lines into each Scan.
> >>
> >> // ADR Stats
> >> // Developed by Market Monk
> >> // 08-08-08 Revison 2
> >> // Used as an include file
> >>
> >> // ----- Initialization of parameters
> >>
> >> ATR10 = ATR(10);
> >> ATR10P = (ATR(10)/Close)*100;
> >> ATR30 = ATR(30);
> >> ATR30P = (ATR(30)/Close)*100;
> >>
> >> // Display Daily Stats
> >> AddColumn(ATR10 , "ATR10" , 3.2, colorWhite, colorDarkRed, 50);
> >> AddColumn(ATR10P, "ATR10P", 3.1, colorBlack,colorYellow, 60);
> >> AddColumn(ATR30 , "ATR30" , 3.2, colorWhite,colorBlue, 50);
> >> AddColumn(ATR30P, "ATR30P", 3.1, colorGold, colorDarkBlue, 60);
> >>
> >> Instead of dividing by the close you could divide by the average
> >> closing price over x days.
> >>
> >> MM
> >>
> >>
> >> --- In amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>,
"Louis
> >> P." <rockprog80@> wrote:
> >> >
> >> > Hi,
> >> >
> >> > It sound really interesting! But... how would you do that? I mean:
> >> The ATR
> >> > can calculate a number of bars, but how to make it calculate a
% over a
> >> > number of bars?
> >> >
> >> > Thanks,
> >> >
> >> > Louis
> >> >
> >> > 2008/9/16 marketmonk777 <RedEyes777@>
> >> >
> >> > > How about creating a new indicator called ATRP where P stands for
> >> > > percentage. You could take the ATR and divide by the last
price or
> >> > > the average of the closing price over the same period you are
> >> > > calculating ATR.
> >> > >
> >> > >
> >> > > --- In amibroker@xxxxxxxxxxxxxxx
<amibroker%40yahoogroups.com><amibroker%
> >> 40yahoogroups.com>,
> >> "Louis P."
> >> > > <rockprog80@> wrote:
> >> > > >
> >> > > > Hi,
> >> > > >
> >> > > > Anyone ever thought about how to compare some indicators
(like ATR)
> >> > > between
> >> > > > tickers? I mean: there is no absolute value; it all depends
on the
> >> > > price of
> >> > > > the tickers. Would there be any way to set an "ultimate"
> >> variable that
> >> > > > would determine wheter the ATR is low or high?
> >> > > >
> >> > > > I've got tickers when ATR of 1 is high, and others where
the same
> >> > > ATR at 1
> >> > > > is very very low...
> >> > > >
> >> > > > Thanks,
> >> > > >
> >> > > > Louis
> >> > > >
> >> > >
> >> > >
> >> > >
> >> >
> >>
> >>
> >>
> >
> >
>
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