StockFetcher Forums · General Discussion · ATR Channel Breakout<< >>Post Follow-up
TraderMojo
16 posts
msg #90588
Ignore TraderMojo
3/30/2010 9:36:44 PM

I'd appreciate some help in generating an ATR Channel Breakout filter. The upper channel is formed by adding 7 * ATR to a 350-day moving average. A long position is initiated when the close exceeds the upper channel.



Kevin_in_GA
4,553 posts
msg #90590
Ignore Kevin_in_GA
3/30/2010 10:30:17 PM

Over what time frame is the ATR being calculated?


Filter would basically look like this:

Fetcher[

set{7atr, 7 * ATR(14)}
set{upperchannel, ma(350) + 7atr}

set{BUY, count(close above upperchannel,1)}

draw upperchannel on plot price
draw BUY

close above upperchannel
close 1 day ago below upperchannel 1 day ago
]



Choose the ATR period that you want and just replace the "14" I put in here.

TraderMojo
16 posts
msg #90623
Ignore TraderMojo
3/31/2010 9:12:25 PM

Thanks for generating the filter. This is part of the Turtle system. In the book, unfortunately the author doesn't say what the ATR period is.

chetron
2,817 posts
msg #90625
Ignore chetron
modified
3/31/2010 10:21:01 PM

TRY THIS


and that.........


StockFetcher Forums · General Discussion · ATR Channel Breakout<< >>Post Follow-up

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