StockFetcher Forums · General Discussion · Help Code ATR Exit Filter, Please<< >>Post Follow-up
woodshedder
11 posts
msg #66625
Ignore woodshedder
8/24/2008 9:02:41 PM

I've searched the archives and can't seem to find what I'm looking for. I apologize if it is already out there somewhere.

What I want is to use is ATR(10) for a stop.

I am assuming I insert the code into the exit trigger filters in the backtesting module.

Specifically, I would like SF to calculate ATR(10) on the entry day, and set a stop at 1.5*ATR(10)

Thanks for any help.

woodshedder
11 posts
msg #66659
Ignore woodshedder
8/25/2008 8:29:48 PM

Nobody? Can this type of stop be used in the exit triggers section?

mysticaura
3 posts
msg #70141
Ignore mysticaura
12/29/2008 6:09:08 PM

Does anyone know how to code this? Thanks very much

campbellb75
101 posts
msg #76089
Ignore campbellb75
7/7/2009 1:07:00 AM

Can anyone help with this? Was just looking to use this as an exit filter and noticed someone asked this same question awhile back. Any insight would be great appreciated.

mktmole
325 posts
msg #76100
Ignore mktmole
7/7/2009 9:54:38 AM

try..
Fetcher[add column ATR(10)
set{stop, ATR(10) * 1.5}
add column stop
]



Eman93
4,750 posts
msg #76147
Ignore Eman93
7/8/2009 10:23:32 PM

Are you the same woodshedder from IBC?

Eman93
4,750 posts
msg #76148
Ignore Eman93
modified
7/8/2009 10:32:05 PM

Did that code work?

try this


set{stop, ATR(10) * 1.5}

stop > 0



campbellb75
101 posts
msg #76152
Ignore campbellb75
7/8/2009 11:36:22 PM

Thanks mktmole and eman. I'll give that a try.

StockFetcher Forums · General Discussion · Help Code ATR Exit Filter, Please<< >>Post Follow-up

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