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hi
Can you confirm that this is correct?
Price = Param ( " Price ", 10, 10, 1000, 5 ) ;
Today_Vol = Param ( " Today's Volume ", 400000, 100000, 150000000, 1000 ) ;
AvgVol = Param ( " Average Volume ", 400000, 100000, 150000000, 1000 ) ;
ATRvalue = Param ( " ATR ", .8, .5, 5, .1 ) ;
Myfilter = Close > Price AND V >= Today_Vol AND EMA (V, 30) >= AvgVol AND Wilders ( H-L, 15 ) >= ATRvalue ;
thanks
tony
On 12/10/05, Bob Jagow <bjagow@xxxxxxxxxxxxx> wrote:
The Range
is just (H-L) vs. the True Range that Wilder's ATR() uses.
If you
want to apply ATR-type averaging to (H-L), use Wilders( (H-L), Periods) instead of
MA( (H-L),
Periods) or EMA( (H-L), Periods).
Bob
Hi all,
I've been using Average True Range for quite sometime for my stock criteria
selection but I would like to create a similar indicator based on the High and
Low of the day. How would I create a similar indicator where I can pick
stocks that have traded more than $1.5 from the low or high of the day
(excluding gaps) on average of 15 days?
E.g.
AET, CEPH, COF, TIE
You can see that above stocks have traded for about $1.5 or more in a day
excluding gaps.
Thanks
tony
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