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Al:
What's an ATR?
Lionel
-----Original Message-----
From: Al Taglavore <altag@xxxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Date: Wednesday, September 02, 1998 2:18 PM
Subject: Re: Exit strategies
>On daily charts, I use a 10 period ATR and a 3 period ATR. If I knew
>enough about formulas, I would set an oscillator to chart the difference
>and, test if this precedes change. On weekly charts, I use a 4 period ATR
>and a 1 period ATR. If you will set this up, you will see how, with few
>exceptions, the 4/weekly and 10/daily ATR's are constant enough to be
>valuable in anticipating when the move is over and how far it will go.
>
>Al Taglavore
>
>----------
>> From: Yngvi Hardarson <hardy@xxxxxxxxxx>
>> To: metastock@xxxxxxxxxxxxx
>> Subject: Re: Exit strategies
>> Date: Wednesday, September 02, 1998 10:43 AM
>>
>> Al!
>>
>> What period do you calculate the ATR over? Do you optimize this or how do
>> you determine it e.g. for the DMark?
>>
>> Best regards,
>> Yngvi Hardarson
>>
>>
>> >> From: Al Taglavore <altag@xxxxxxxxxxxx>
>>
>> Snip-Snip-Snip
>>
>> >> Last year I was introduced to the 1/2 of ATR and the 1 1/2 ATR
>> >exit
>> >> strategies...exiting if the market moved 1 1/2 of ATR against
>> >your
>> >> position. More conservative: 1/2 of ATR.
>> >>
>> Snip-Snip-Snip
>>
>
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