StockFetcher Forums · General Discussion · Volatility Stops<< >>Post Follow-up
paulwoll
31 posts
msg #117278
Ignore paulwoll
12/7/2013 12:43:10 PM

If you add this I have over 8350 targetted followers who I would recommend this site to as well as I know many other friends with large number of stock followers who would do the same.. Until then I don't recommend you I recommend thinkorswim or other sites. Add this feature. I don't like Chandeliers exit as it is not accurate enough and the other indicators you have don't work as well.

duke56468
683 posts
msg #117280
Ignore duke56468
12/7/2013 8:56:53 PM

We have asked for this in the past with NO response.

duke56468
622 posts
msg #108162 9/24/2012 9:52:26 AM

I too would be very interested in having the volatility stop available on SF. It is similar to the Sylvain Vervoort trailing ATR stop ( http://marintrading.com/106VERV.PDF ) and both are very helpful in determining entry and exits.


stockfetcher
979 posts
msg #117281
12/7/2013 10:08:45 PM

Please provide specific details concerning the feature you are looking for, and how you would like to utilize this on StockFetcher, and we would be more than happy to look into the issue further.

Thank you,
StockFetcher Support



duke56468
683 posts
msg #117284
Ignore duke56468
12/8/2013 2:52:33 PM

I don't know what you mean by specific details but here was the original question to SF.
paulwoll
30 posts
msg #108161
- Ignore paulwoll 9/24/2012 12:33:19 AM

Is there any way to make this calculation with the filters?
Would like to know when volstop changes to red on a daily chart.
See Volatilty Stop on Freecharts.com to see what I am referring to. Usually in an uptrend the dots are green until it turns red.

Just Google some examples

http://www.youtube.com/watch?v=yjnSBCiuNO4

http://www.freestockcharts.com/Help/Content/Volatility%20Stop.htm

stockfetcher
979 posts
msg #117285
12/8/2013 3:31:55 PM

We are looking for specific calculations and rules for creating the measure you mention. If you can provide details on how the measure is calculated, we would be more than happy to look into the issue further.

For example, looking at the links you reference, we see the following page:

http://www.linnsoft.com/tour/techind/vstop.htm

This provides details on calculations; however, the description indicates "when uptrend is detected" (and "continues") and "when downtrend is detected" (and "continues".) We would need to know how specifically you would detect uptrend and downtrend, as well as detecting the continuation of each.

Thank you,
StockFetcher Support


campbellb75
101 posts
msg #117286
Ignore campbellb75
modified
12/8/2013 3:57:32 PM

Duke-
Is this an example of the volatility stop calculation that you're requesting?

http://thepatternsite.com/stops.html#VS

Calculator: http://bmoen.com/stock-stops/stock-volatility-stop.aspx

duke56468
683 posts
msg #117287
Ignore duke56468
12/8/2013 7:28:36 PM

maybe this will help

Welles Wilder's system uses Closing Price and incorporates a stop-and-reverse feature (as with his Parabolic SAR).
1.Determine the initial trend direction
2.Calculate the Significant Close ("SIC"): the highest close reached in an up-trend or the lowest close in a down-trend
3.Calculate Average True Range ("ATR") for the selected period (7 days in this example)
4.Multiply ATR by the Multiple (3.0 in this example)
5.The first stop is calculated in day 7 and plotted for day 8
6.If an up-trend, the first stop is SIC - 3 * ATR, otherwise SIC + 3 * ATR for a down-trend
7.Repeat each day until price closes below the stop (or above in a down-trend)
8.Set SIC equal to the latest Close, reverse the trend and continue.

or this code

http://www.traderji.com/amibroker/39509-volatility-stop-loss-need-code-metasa-amibroker.html

If I knew how to code this kind of stuff I would be doing something else for a living.

StockFetcher Forums · General Discussion · Volatility Stops<< >>Post Follow-up

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