StockFetcher Forums · General Discussion · Need help finding the largest ATR in the last 5 days<< >>Post Follow-up
MikeB60046
43 posts
msg #130405
Ignore MikeB60046
8/13/2016 6:20:21 AM

I need to add a column to my filter showing what the larges single day atr is for the last 5 days.

pthomas215
451 posts
msg #130406
Ignore pthomas215
8/13/2016 10:38:06 AM

do you mean the largest deviation from the stocks average true range within the last 5 days?

four
3,394 posts
msg #130407
Ignore four
modified
8/13/2016 12:04:46 PM

Start here... Just follow the pattern to get as many days as you need.

Fetcher[
Set{atr14_max, atr(14) 5 day high}
add column atr14_max {atr-max_5day}
]



/* LONG WAY TO DO THE SAME THING

draw ATR(14)
set{x1, max(atr(14) 1 day ago,atr(14) 2 days ago)}
set{x2, max(atr(14) 3 days ago,atr(14) 4 days ago)}
set{x4, max(x1,x2)}
add column x4{max_4days}
add column separator
add column atr(14) 0 day ago {0ago}
add column atr(14) 1 day ago {1ago}
add column atr(14) 2 day ago {2ago}
add column atr(14) 3 day ago {3ago}
add column atr(14) 4 day ago {4ago}

*/

MikeB60046
43 posts
msg #130410
Ignore MikeB60046
8/13/2016 4:11:16 PM

Four

Thank you. It worked perfectly.

four
3,394 posts
msg #130420
Ignore four
8/14/2016 1:41:52 PM

welcome

StockFetcher Forums · General Discussion · Need help finding the largest ATR in the last 5 days<< >>Post Follow-up

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