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İndikatör ATR Custom Indicator

Teknik analizde fiyatın yönü veya trendin devamıyla ilgili fikir veren matematiksel modellerdir. İndikatörlerin Türkçe karşılığı göstergedir.

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e: Built in ATR indicator vs. custom ATR

· To: metastock@xxxxxxxxxxxxx
· Subject: Re: Built in ATR indicator vs. custom ATR
· From: BAUDECB@xxxxxxxxxxxxx (Christian Baude)
· Date: Thu, 27 May 1999 01:16:34 GMT
· Cc: Equis Support <support@xxxxxxxxx>
· In-Reply-To: <24FA77225FA5D111869F0000C025B6F293504E@xxxxxxxxxxxxxxxxx>
· References: <24FA77225FA5D111869F0000C025B6F293504E@xxxxxxxxxxxxxxxxx>
· Reply-To: metastock@xxxxxxxxxxxxx
· Sender: owner-metastock@xxxxxxxxxxxxx

On Wed, 26 May 1999 09:15:48 -0600, Equis Support wrote:

The actual ATR does not use a simple moving average. Welles Wilder uses >his own smoothing (a modified exponential average) which is the function "Wilders" in MetaStock. Try you formula this way:​

ATR Custom Indicator
periods:=Input("ATR Periods?",1,100,10);
TH:=If(Ref(C,-1) > H,Ref(C,-1),H);
TL:=If(Ref(C,-1) < L,Ref(C,-1),L);
TR:=TH-TL;
Wilders(TR,periods)​

-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx
[mailto:eek:wner-metastock@xxxxxxxxxxxxx]On Behalf Of Martin Haesler
Sent: Thursday, May 27, 1999 6:59 AM
To: metastock@xxxxxxxxxxxxx
Subject: Re: Built in ATR indicator vs. custom ATR

Bob

Thank you for enlightening me on the Wilder's smoothing of the ATR.

I too had pondered this question in that my ATR plost would agree perfectly for the period of 1 but as soon as I increased the period, I would get different results, and now way could I figure out what smoothing was being used.

I have now modified my ATR indicator to comply with the Wilder's smoothing and get the identical plot.

My formula using the ABS and MAX functions is attached for interest. I don't know whther these functions are more efficient than the IF function. Obviously both achieve the sme result.​
ATR (mine) I
prd1:=input("enter ATR period",1,9999,7);
prd2:=(prd1*2)-1;
{max (absolute) of yesterday's close to today's high or today's low}
myatr1:=Max(Abs(Ref(C,-1)-H),Abs(Ref(C,-1)-L));
{max of yesterday's close to today's high or today's low or today's range}
myatr2:=Max(myatr1,H-L);
myatr2

Regards ... Martin

RE: Built in ATR indicator vs. custom ATR

· To: <metastock@xxxxxxxxxxxxx>
· Subject: RE: Built in ATR indicator vs. custom ATR
· From: "Bob Jagow" <bjagow@xxxxxxx>
· Date: Thu, 27 May 1999 09:56:35 -0700
· Importance: Normal
· In-reply-to: <374D4F89.625342D@xxxxxxxxxxxxxx>
· Reply-To: metastock@xxxxxxxxxxxxx
· Sender: owner-metastock@xxxxxxxxxxxxx

Martin,
A friend showed that TrueRange required no comparisons; the algorithm in MS'ese is
ATR (mine) II
(H - L + Abs(H - Ref(C,-1)) + Abs(L - Ref(C,-1)) )/2

Bob

bjagow@xxxxxxx <mailto:bjagow@xxxxxxx>​
Source / From:
 

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