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General Discussion · Average True Range Question?
trek
msg #112937
4/24/2013 4:58:10 PM

Thanks to all those that responded.

Kevin,
I had looked at the Chandelier exit as well, but does not give the same
value as TOS ATR trailing stop. I don't know how to post the chart from TOS showing
this, but the values are different.

For example today on NFLX, TOS atr trail stop(10,2.5) is 191.51
while SF Chandelier exit(10,2.5) is 193.56

Thanks again for everyone's suggestions,

trek



General Discussion · Average True Range Question?
trek
msg #112914
4/23/2013 8:59:48 AM

I know SF has an ATR indicator, but is it possible to convert it to an ATR trailing stop like
ThinkorSwim has?

I copied and pasted the code from TOS if anyone might can convert into SF code.

thanks,

trek

*********************************************************************************************************

input trailType = {default modified, unmodified};
input ATRPeriod = 5;
input ATRFactor = 3.5;
input firstTrade = {default long, short};

assert(ATRFactor > 0, "'atr factor' must be positive: " + ATRFactor);

def HiLo = Min(high - low, 1.5 * Average(high - low, ATRPeriod));
def HRef = if low <= high[1]
then high - close[1]
else (high - close[1]) - 0.5 * (low - high[1]);
def LRef = if high >= low[1]
then close[1] - low
else (close[1] - low) - 0.5 * (low[1] - high);
def ATRMod = ExpAverage(Max(HiLo, Max(HRef, LRef)), 2 * ATRPeriod - 1);

def loss;
switch (trailType) {
case modified:
loss = ATRFactor * ATRMod;
case unmodified:
loss = ATRFactor * AvgTrueRange(high, close, low, ATRPeriod);
}

rec state = {default init, long, short};
rec trail;
switch (state[1]) {
case init:
if (!IsNaN(loss)) {
switch (firstTrade) {
case long:
state = state.long;
trail = close - loss;
case short:
state = state.short;
trail = close + loss;
}
} else {
state = state.init;
trail = Double.NaN;
}
case long:
if (close > trail[1]) {
state = state.long;
trail = Max(trail[1], close - loss);
}
else {
state = state.short;
trail = close + loss;
}
case short:
if (close < trail[1]) {
state = state.short;
trail = Min(trail[1], close + loss);
}
else {
state = state.long;
trail = close - loss;
}
}

def BuySignal = Crosses(state == state.long, 0, CrossingDirection.Above);
def SellSignal = Crosses(state == state.short, 0, CrossingDirection.Above);

plot TrailingStop = trail;

TrailingStop.SetPaintingStrategy(PaintingStrategy.POINTS);
TrailingStop.DefineColor("Buy", GetColor(0));
TrailingStop.DefineColor("Sell", GetColor(1));
TrailingStop.AssignValueColor(if state == state.long
then TrailingStop.color("Sell")
else TrailingStop.color("Buy"));


General Discussion · Expanding blank areas to the right of the charts
trek
msg #104405
1/14/2012 10:26:41 PM


Does anyone know if this is possible?

It would be a big help to extend trendlines out past the current day.
Most charting sites have this option, so I can't imagine that SF doesn't. If they don't have the option maybe they
can look into adding it.

trek





StockFetcher 2.0 Beta · Expanding blank areas to the right of the charts
trek
msg #104363
1/12/2012 4:23:08 PM

Does anyone know if this issue has be addressed by SF. This would be a great feature to have.

trek

General Discussion · weekly options
trek
msg #100201
4/10/2011 11:31:18 PM

cboe.com has weekly list, need to check it every week as more are added.

www.cboe.com/micro/weeklys/availableweeklys.aspx

trek





General Discussion · Industry Momentum
trek
msg #98633
1/18/2011 10:03:42 AM

Also, look at this post

http://forums.stockfetcher.com/sfforums/?q=view&fid=1001&tid=98398&qrid=

trek



General Discussion · Historical Earnings Release Dates?
trek
msg #95611
8/12/2010 8:11:21 PM

whispernumber.com









Filter Exchange · What the hell is the smart money
trek
msg #95409
8/5/2010 3:25:08 PM

You can download a free copy of Tom Williams book on volume spread analysis at
filestube.com





General Discussion · Any great suggestions For Afterhours Charts
trek
msg #93155
5/26/2010 9:35:00 AM

TOS

trek

Filter Exchange · Webinar with M4M
trek
msg #90385
3/26/2010 6:19:26 AM

Systrader,

When is the next webinar?

Please send invite to rkwidner@gmail.com

thanks


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