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Profile: morsenm
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User Name: morsenm
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Topic: ATR for PCF
Posted: Friday, November 15, 2013 7:20:20 PM

Hi Bruce,

I am trying to find stocks that on the previous day have moved 2x their 14 period ATR, would it look something like this?

 

(H - L)>=(AVGH30 - AVGL30) / 2 + (ABS(H1 - C2) + ABS(C2 - L1) + ABS(H2 - C3) + ABS(C3 - L2) + ABS(H3 - C4) + ABS(C4 - L3) + ABS(H4 - C5) + ABS(C5 - L4) + ABS(H5 - C6) + ABS(C6 - L5) + ABS(H6 - C7) + ABS(C7 - L6) + ABS(H7 - C8) + ABS(C8 - L7) + ABS(H8 - C9) + ABS(C9 - L8) + ABS(H9 - C10) + ABS(C10 - L9) + ABS(H10 - C11) + ABS(C11 - L10) + ABS(H11 - C12) + ABS(C12 - L11) + ABS(H12 - C13) + ABS(C13 - L12) + ABS(H13 - C14) + ABS(C14 - L13) + ABS(H14 - C15) + ABS(C15 - L14)) / 28

And then I want today's range to be 50% of 14 period ATR.  I'm not sure how to add the second condition.  When I type and I get the formula error message.

 

 

Thanks in advance for any help,

Mike Morse