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Average True Range Trailing Stop İndikatörü
period:=Input("ATR period",1,100,5);
MLT:=Input("Multiplier",1,10,3.5);
LOSS:=ATRE(Period)*MLT;
ATRs:=if(c>PREV and ref(c,-1)>PREV,max(prev,C-LOSS),if(c<PREV and ref(c,-1)<PREV,min(prev,C+LOSS),if(c>PREV,c-LOSS,C+LOSS)));
ATRs
kaynak
Kıvanç Özbilgiç...
Welles Wilder's ATR ve Moving Average Formülü açık kodu
P2:=14;
TH:=If(Ref(C,-1)>H,Ref(C,-1),H);
TL:=If(Ref(C,-1)<L,Ref(C,-1),L);
TR:=TH-TL;
wlders:=Mov( TR,P2,ww);
wlders
wilders ortalama yazmak için
n1:=14;
p1:=1/n1;
pe:=2/(2*n1);
metod1:=(c+(n1-1)*prev)/n1;
metod2:=pe*c+(1-pe)*prev...
Merhaba yeni stratejimiz tanıdık gelebilir. Sevgili Kıvanç Özbilgiç'in Algoritma Dünyası programında önerdiği setuptur. Kendisi CCI kullanmıştır fakat ben biraz daha hız istediğim için STOCHRSİ ekledim. ATR bölümüne her zaman olduğu gibi (?) koydum. Kullandığınız enstrümana göre ayarlama...
ATR Trailing Stop Loss I ve II
1
HHV(H - 2.5*ATR(5),10);
LLV(L + 2.5*ATR(5),10);
2
Prd1:=Input("ATR Period",1,20,5);
Prd2:=Input("Period for Highest High Value",1,20,10);
(HHV(LLV(L,Prd1)+ATR(Prd1),Prd2));
kaynak:
www.wisestocktrader.com
SVE_Stop_Trail_ATR
ATR was developed by J. Welles Wilder and introduced in his book, “New concepts in technical trading systems” (1978). The Average True Range (ATR) indicator measures a security's volatility.
The basic ATR trailing stop trading method formula will switch...
The actual ATR does not use a simple moving average. Welles Wilder uses his own smoothing (a modified exponential average) which is the function named "Wilders" in MetaStock. Try your formula this way:
Wilder's ATR
periods:=Input("ATR Periods?",1,100,10);
TH:=If(Ref(C,-1) > H,Ref(C,-1),H)...
Użytkownik "Fesiek" <fesiek@xxxxxxxxxxxxx> napisał w wiadomo?ci
news:amacti$ogd$1@news.tpi.pl... > Witam.
> Dorad?cie mi w takiej sprawie:
> Chcę stop ustalić w odległo?ci ATR(10)*3. W przypadku Longa ma on przesuwać
> się tylko w górę. Jak zapisać to w zakładce Close Long.
> Programowo to mniej...
I have now modified my ATR indicator to complywith 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 whether these functions are more efficient than the IF function. Obviously both achieve the same result...
The formulas discussed by Gordon Gustafson in his article in this issue, "Which Volatility Measure?" can be recreated in MetaStock 6.52 or higher. To recreate these indicators in MetaStock, select the Indicator Builder from the Tools menu. Then click New and enter the following formulas...