StockFetcher Forums · General Discussion · Volatility Stop<< >>Post Follow-up
sohailmithani
192 posts
msg #100661
- Ignore sohailmithani		 5/8/2011 8:39:36 PM

Can any expert help me write a filter for teh following:

When Up Trend Detected....
VSTOP = CL - MULT * TR

As Up Trend Continues....
VSTOP = MAX(VSTOP.1, MaxCL - MULT * TR)

When Down Trend Detected....
VSTOP = CL + MULT * TR

As Down Trend Continues....
VSTOP = MIN(VSTOP.1, MinCL + MULT * TR)

Where...
CL = Closing Price
MULT = True Range Multiplier
TR = True Range
VSTOP.1 = Volatility Stop Value on Previous Bar
MaxCL = Maximum Closing Price since Up Trend Began
MinCL = Minimum Closing Price since Down Trend Began

Thanks
wantonellis
161 posts
msg #100670
- Ignore wantonellis
modified		 5/9/2011 8:12:58 PM
StockFetcher Forums · General Discussion · Volatility Stop<< >>Post Follow-up

StockFetcher Tools
Filter Editor
My Filters
Watch Lists
Chart+
Find Similar Stocks
Shared Lists
Popular Resources
StockFetcher Forums
Indicator List
Filter Phrases
Examples
Site Search
Sector/Industry List
Usage Guide
Support
Contact Us
Support Home

Subscriber
Subscriber Benefits
Settings
Chart
Results
MyFilters
*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2022 - Vestyl Software L.L.C.•Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.