StockFetcher Forums · Filter Exchange · can we scan for ATR?<< >>Post Follow-up
markcrisp
187 posts
msg #45990
Ignore markcrisp
7/20/2006 5:40:56 AM

Is there a filter for finding a range on a stocks A.T.R. daily?

Thank you


TheRumpledOne
6,362 posts
msg #46013
Ignore TheRumpledOne
modified
7/21/2006 2:05:04 AM

FROM THE INDEX:

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
Fetcher[Average True Range(14) has been increasing for 5 days]


Fetcher[ATR(14) has been increasing for 3 days lag 2 days and the ATR(14) has been decreasing for 2 days]



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

You might like this one:

Fetcher[
set{OpenGap, open - close 1 day ago}

set{OCb,days(open is above close 1 day ago,100)}
set{OCa,days(open is below close 1 day ago,100)}
set{OPxCL, OCa - OCb}

set{Gap10, count(OpenGap above .10 , 100)}
set{Gap100, count(OpenGap above 1.00 , 100)}


set{HiOp,high - open}
set{OpLo, open - low}

add column atr(100)
add column HiOp
add column OpLo


add column OpenGap
add column OPxCL

add column Gap10
add column Gap100
add column OpenGap 100 day high
add column OpenGap 100 day low

add column industry
add column sector
add column market

ATR(100) above 1.00
average volume(30) above 1000000

sort column 5 descending
]



Now you can go "milk some cows"...LOL!

MAY ALL YOUR FILLS BE COMPLETE.



StockFetcher Forums · Filter Exchange · can we scan for ATR?<< >>Post Follow-up

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