StockFetcher Forums · General Discussion · ATR Trailing Stop<< >>Post Follow-up
paulwoll
31 posts
msg #112331
Ignore paulwoll
3/19/2013 9:53:34 PM

Can we do this? Close is greater than ATR Trailing Stop for period 20 and factor 2?

Kevin_in_GA
4,546 posts
msg #112334
Ignore Kevin_in_GA
3/20/2013 10:01:45 AM

Does this help?

http://forums.stockfetcher.com/sfforums/?q=view&fid=1006&tid=30756&qrid=

I think the Chandelier Exit is what you are describing.

paulwoll
31 posts
msg #112353
Ignore paulwoll
3/20/2013 8:06:46 PM

No.. I am trying to figure out what the volatility stop was one day ago. And whether or not it switched direction.

ssean1968
2 posts
msg #134262
Ignore ssean1968
2/13/2017 1:40:12 PM

I would really like to see this as well. I've made some success, but I think it may be near impossible to do. There something odd going on with how the ATR dots are placed prior to the turnaround day. I'm not sure what's going on there, and it's not documented well, but the more I look, the more I think that the logic for each of those dots is based at least in part on the one(s) before it...all the way back to the last time it switched from uptrend to downtrend (or vice-versa). If that's the case, it may be nearly impossible to create a StockFetcher filter that can find that "day before the switch" day. Bummer. :( If someone figured that out, please let me know. Actually, if someone can figure out how those days before are calculated, that would be great too. For my purposes, I only need to know the one before, not the whole series prior to the last switchover.

ssean1968
2 posts
msg #134263
Ignore ssean1968
2/13/2017 1:41:30 PM

To be clear, I'm referring to ThinkOrSwims version of ATR Training stop-loss.

StockFetcher Forums · General Discussion · ATR Trailing Stop<< >>Post Follow-up

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