StockFetcher Forums · General Discussion · Keltner Channel Filter<< >>Post Follow-up
einok
msg #81521
Ignore einok
10/21/2009 9:45:46 PM

Can anybody tell me why this is not returning results?

close is above the Upper Keltner Band(20) and 1 day ago the close was below the Upper Keltner Band(20) and price between 10 and 100 and Average Volume(20) greater than 500000 and optionable

chetron
2,817 posts
msg #81522
Ignore chetron
10/21/2009 9:51:08 PM

MAYBE....

Fetcher[
close is above the Upper Keltner Band(20)
close 1 day ago below the Upper Keltner Band(20) 1 day ago
price between 10 and 100
Average Volume(20) greater than 500000
optionable
]



ORIGINAL...

Fetcher[
close is above the Upper Keltner Band(20)
1 day ago the close was below the Upper Keltner Band(20)
price between 10 and 100
Average Volume(20) greater than 500000
optionable
]



einok
msg #81525
Ignore einok
10/21/2009 10:04:44 PM

Great thanks. Seems to work fine. Can you please tell me, on the charts it shows Keltner Channel (20,1.00,0)
Is it correct that 20 is the time period, and 1.00 is the ATR?
I'm not sure what the 0 is



chetron
2,817 posts
msg #81530
Ignore chetron
10/22/2009 12:05:49 AM

TRY THIS THREAD


tmanbone
124 posts
msg #81571
Ignore tmanbone
10/22/2009 7:51:58 PM

Is it correct that 20 is the time period, and 1.00 is the ATR?
I'm not sure what the 0 is

1= 1 X ATR
0= displacement


chetron
2,817 posts
msg #81615
Ignore chetron
10/23/2009 11:14:01 AM

10/22/2009 7:51:58 PM

Is it correct that 20 is the time period, and 1.00 is the ATR?
I'm not sure what the 0 is

1= 1 X ATR
0= displacement

***********************

20 IS TIME PERIOD
1 IS 1X RANGE
0 IS USE RANGE, IF YOU PUT 1, IT NO LONGER USES RANGE, BUT THE STANDARD DEVIATION.


HTH

einok
msg #81690
Ignore einok
10/24/2009 3:49:24 PM

Hi Chetron,

Thanks for keeping the thread going.

A question on your comment

10/23/2009 11:14:01 AM

10/22/2009 7:51:58 PM

Is it correct that 20 is the time period, and 1.00 is the ATR?
I'm not sure what the 0 is

1= 1 X ATR
0= displacement

***********************

20 IS TIME PERIOD
1 IS 1X RANGE
0 IS USE RANGE, IF YOU PUT 1, IT NO LONGER USES RANGE, BUT THE STANDARD DEVIATION.


HTH


If you put 1 in the third setting, I assume in the second setting, if you put "20, 1.50,1" you would be using a setting like a bollinger band for example and would have 1.50 standard deviations? Correct?

If I would leave it 20,1.50,0, then what is being scanned for is a 20 day moving average with a movement above or below a band that is 1.50 times the Average True Range of the stock? Also, the third setting of zero says to use the second setting as a range instead of a standard deviation. Correct?

Is this Keltner even using ATR, or does that even matter?

Thanks again for the help

chetron
2,817 posts
msg #81692
Ignore chetron
10/24/2009 4:14:04 PM


If you put 1 in the third setting, I assume in the second setting, if you put "20, 1.50,1" you would be using a setting like a bollinger band for example and would have 1.50 standard deviations? Correct?

YES

If I would leave it 20,1.50,0, then what is being scanned for is a 20 day moving average with a movement above or below a band that is 1.50 times the Average True Range of the stock? Also, the third setting of zero says to use the second setting as a range instead of a standard deviation. Correct?

Is this Keltner even using ATR, or does that even matter?

DO YOU NOT UNDERSTAND THAT ATR AND RANGE ARE 2 DIFFERENT MEASUREMENT?
DID YOU READ THE THREAD I LINKED THIS THREAD TO?
1.50 FOR THE RANGE MEANS THAT THE UPPER AND LOWER KELTER LINES ARE SEPARATED BY A DIFFERENCE EQUAL TO THE RANGE TIMES 1.5.



einok
msg #81706
Ignore einok
10/24/2009 10:05:01 PM

Hi Chetron,

RE:

DO YOU NOT UNDERSTAND THAT ATR AND RANGE ARE 2 DIFFERENT MEASUREMENT?
DID YOU READ THE THREAD I LINKED THIS THREAD TO?
1.50 FOR THE RANGE MEANS THAT THE UPPER AND LOWER KELTER LINES ARE SEPARATED BY A DIFFERENCE EQUAL TO THE RANGE TIMES 1.5.

I thought that ATR an range were probably the same. I thought this because I did read the link that you put in your prior thread. In that link it reads:
average (high - low)

So, I thought ATR, meaning Average True Range, was the same thing. I was just trying to confirm and really just find out if you knew if there was a difference or not.

Thanks for the feedback

StockFetcher Forums · General Discussion · Keltner Channel Filter<< >>Post Follow-up

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