StockFetcher Forums · Filter Exchange · For Tom: meaning of lag 2 days<< >>Post Follow-up
siliconhippy
37 posts
msg #33461
Ignore siliconhippy
9/30/2004 4:04:08 PM

Tom,

Is this documented somewhere? Found it in your ATR example.

-----------------------------------
Average True Range

Parameters Period

Usage Average True Range(days)
ATR(days)

Description Using the relationships between the high and low of a day compared with the previous close, the Average True Range is a measure of volatility developed by Welles Wilder. Typically used to identify oversold and overbought conditions, a low average true range indicates a stock which lacks volatility, while high average true range indicates potentials sell-offs of a stock.

Examples Average True Range(14) has been increasing for 5 days
ATR(14) has been increasing for 3 days lag 2 days and the ATR(14) has been decreasing for 2 days

------------------------------------------------------


siliconhippy


yepher
353 posts
msg #34044
Ignore yepher
11/21/2004 8:32:23 PM

Lag is similar to the phrase "days ago" phrase. I added a description in this document:

http://yepher.com/~yepher/stockfetcher/command.html


Here is a very simple example:

Fetcher[
close equals 1 lag 10
]



Fetcher[
close equals 1 10 days ago
]






StockFetcher Forums · Filter Exchange · For Tom: meaning of lag 2 days<< >>Post Follow-up

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