StockFetcher Forums · Filter Exchange · Moving Average(Exponential) of ATR(20)<< >>Post Follow-up
wkloss
231 posts
msg #101579
Ignore wkloss
7/11/2011 11:33:42 PM

Would someone please code a 20 day exponential moving average of average true range(20) and draw ATR(20) and draw the EMA? It is important to be able to see the relationship of the 2 lines, especially crossovers.

This is used for income style options trading. If anyone is interested, I can explain more and reference the research.

Thanks.

Bill

compound_gains
221 posts
msg #101582
Ignore compound_gains
7/12/2011 7:39:54 AM

Fetcher[symlist(tza)
set{ema20atr20, cema(atr(20),20)}
draw atr(20)
draw ema20atr20 on plot atr(20)
]



wkloss
231 posts
msg #101623
Ignore wkloss
7/13/2011 11:55:57 PM

compound_gains

That does exactly what I need.

Thank you.

Bill

tarun766
50 posts
msg #108441
Ignore tarun766
10/19/2012 9:25:29 PM

Is this only for one stock? Could you explain this filter a little bit more!

StockFetcher Forums · Filter Exchange · Moving Average(Exponential) of ATR(20)<< >>Post Follow-up

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