RE: what's wrong with my ELA?

["Tom" <profilic@xxxxxxxx>]

Try this:

inputs: vfac(1.5), vmin(0.75), vmax(2.0);
vars: atr(0), blimit(0), slimit(0);
atr=100.0*AvgTrueRange(10)/Close[1];
if atr < vmin or atr >vmax then begin
	exitlong;
	exitshort;
end else begin
	blimit=(1.0 +0.01 *vfac) * Close;
	slimit=(1.0 - 0.01 * vfac) * Close;
	buy blimit stop;
	sell slimit stop;
end;

Tom

-----Original Message-----
From: Brian Keith Voiles [mailto:admagic@xxxxxxxx]
Sent: Sunday, August 20, 2000 3:05 AM
To: omega-list@xxxxxxxxxx
Subject: what's wrong with my ELA?


I'm putting together this "volatility filter" for my S&P trading.
Can anyone tell me why I keep getting the
"Word not recognized by EasyLanguage" error message on the
word: "AverageTrueRange"?
Here's the code as I see it should be:

{ vfac - controls the sensitivity of the system and should generally range 
between 1.0 and 3.0
	vmin - minimum volatility (as a % of ATR) to initiate or stay in a trade
	vmax - maximum volatility (as a % of ATR) to initiate or stay in a trade
(end of day system)	}

inputs: vfac(1.5), vmin(0.75), vmax(2.0);
vars: atr(0), blimit(0), slimit(0);
atr=100.0*AverageTrueRange(10)/Close bar ago;
if atr < vmin or atr >vmax then begin
	exitlong;
	exitshort;
end else begin
	blimit=(1.0 +0.01 *vfac) * Close;
	slimit=(1.0 - 0.01 * vfac) * Close;
	buy blimit stop;
	sell slimit stop;
end;

Thanks!
-- Brian Voiles