Registered User
Joined: 7/22/2005
Posts: 15
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I would like to analyze stocks by the Average True Range. (ATR 5 &ATR 7). Is that possible with TC 2000, and if so, can you tell me how? Thanks.
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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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You have indicated how you want to use Average True Range, but the Personal Criteria Formulas would be:
Wilder's Smoothed ATR5:
XAVGH9 - XAVGL9 + .200198266760174 * ((H < C1) * (H - C1) + (C1 < L) * (C1 - L) + .8 * ((H1 < C2) * (H1 - C2) + (C2 < L1) * (C2 - L1) + .8 * ((H2 < C3) * (H2 - C3) + (C3 < L2) * (C3 - L2) + .8 * ((H3 < C4) * (H3 - C4) + (C4 < L3) * (C4 - L3) + .8 * ((H4 < C5) * (H4 - C5) + (C5 < L4) * (C5 - L4) + .8 * ((H5 < C6) * (H5 - C6) + (C6 < L5) * (C6 - L5) + .8 * ((H6 < C7) * (H6 - C7) + (C7 < L6) * (C7 - L6) + .8 * ((H7 < C8) * (H7 - C8) + (C8 < L7) * (C8 - L7) + .8 * ((H8 < C9) * (H8 - C9) + (C9 < L8) * (C9 - L8) + .8 * ((H9 < C10) * (H9 - C10) + (C10 < L9) * (C10 - L9) + .8 * ((H10 < C11) * (H10 - C11) + (C11 < L10) * (C11 - L10) + .8 * ((H11 < C12) * (H11 - C12) + (C12 < L11) * (C12 - L11) + .8 * ((H12 < C13) * (H12 - C13) + (C13 < L12) * (C13 - L12) + .8 * ((H13 < C14) * (H13 - C14) + (C14 < L13) * (C14 - L13) + .8 * ((H14 < C15) * (H14 - C15) + (C15 < L14) * (C15 - L14) + .8 * ((H15 < C16) * (H15 - C16) + (C16 < L15) * (C16 - L15) + .8 * ((H16 < C17) * (H16 - C17) + (C17 < L16) * (C17 - L16) + .8 * ((H17 < C18) * (H17 - C18) + (C18 < L17) * (C18 - L17) + .8 * ((H18 < C19) * (H18 - C19) + (C19 < L18) * (C19 - L18) + .8 * ((H19 < C20) * (H19 - C20) + (C20 < L19) * (C20 - L19) + .8 * ((H20 < C21) * (H20 - C21) + (C21 < L20) * (C21 - L20) + .8 * ((H21 < C22) * (H21 - C22) + (C22 < L21) * (C22 - L21) + .8 * ((H22 < C23) * (H22 - C23) + (C23 < L22) * (C23 - L22) + .8 * ((H23 < C24) * (H23 - C24) + (C24 < L23) * (C24 - L23) + .8 * ((H24 < C25) * (H24 - C25) + (C25 < L24) * (C25 - L24) + .8 * ((H25 < C26) * (H25 - C26) + (C26 < L25) * (C26 - L25) + .8 * ((H26 < C27) * (H26 - C27) + (C27 < L26) * (C27 - L26) + .8 * ((H27 < C28) * (H27 - C28) + (C28 < L27) * (C28 - L27) + .8 * ((H28 < C29) * (H28 - C29) + (C29 < L28) * (C29 - L28) + .8 * ((H29 < C30) * (H29 - C30) + (C30 < L29) * (C30 - L29) + .8 * ((H30 < C31) * (H30 - C31) + (C31 < L30) * (C31 - L30))))))))))))))))))))))))))))))))
Wilder's Smoothed ATR7:
XAVGH13 - XAVGL13 + .142996048056393 * ((H < C1) * (H - C1) + (C1 < L) * (C1 - L) + 6 / 7 * ((H1 < C2) * (H1 - C2) + (C2 < L1) * (C2 - L1) + 6 / 7 * ((H2 < C3) * (H2 - C3) + (C3 < L2) * (C3 - L2) + 6 / 7 * ((H3 < C4) * (H3 - C4) + (C4 < L3) * (C4 - L3) + 6 / 7 * ((H4 < C5) * (H4 - C5) + (C5 < L4) * (C5 - L4) + 6 / 7 * ((H5 < C6) * (H5 - C6) + (C6 < L5) * (C6 - L5) + 6 / 7 * ((H6 < C7) * (H6 - C7) + (C7 < L6) * (C7 - L6) + 6 / 7 * ((H7 < C8) * (H7 - C8) + (C8 < L7) * (C8 - L7) + 6 / 7 * ((H8 < C9) * (H8 - C9) + (C9 < L8) * (C9 - L8) + 6 / 7 * ((H9 < C10) * (H9 - C10) + (C10 < L9) * (C10 - L9) + 6 / 7 * ((H10 < C11) * (H10 - C11) + (C11 < L10) * (C11 - L10) + 6 / 7 * ((H11 < C12) * (H11 - C12) + (C12 < L11) * (C12 - L11) + 6 / 7 * ((H12 < C13) * (H12 - C13) + (C13 < L12) * (C13 - L12) + 6 / 7 * ((H13 < C14) * (H13 - C14) + (C14 < L13) * (C14 - L13) + 6 / 7 * ((H14 < C15) * (H14 - C15) + (C15 < L14) * (C15 - L14) + 6 / 7 * ((H15 < C16) * (H15 - C16) + (C16 < L15) * (C16 - L15) + 6 / 7 * ((H16 < C17) * (H16 - C17) + (C17 < L16) * (C17 - L16) + 6 / 7 * ((H17 < C18) * (H17 - C18) + (C18 < L17) * (C18 - L17) + 6 / 7 * ((H18 < C19) * (H18 - C19) + (C19 < L18) * (C19 - L18) + 6 / 7 * ((H19 < C20) * (H19 - C20) + (C20 < L19) * (C20 - L19) + 6 / 7 * ((H20 < C21) * (H20 - C21) + (C21 < L20) * (C21 - L20) + 6 / 7 * ((H21 < C22) * (H21 - C22) + (C22 < L21) * (C22 - L21) + 6 / 7 * ((H22 < C23) * (H22 - C23) + (C23 < L22) * (C23 - L22) + 6 / 7 * ((H23 < C24) * (H23 - C24) + (C24 < L23) * (C24 - L23) + 6 / 7 * ((H24 < C25) * (H24 - C25) + (C25 < L24) * (C25 - L24) + 6 / 7 * ((H25 < C26) * (H25 - C26) + (C26 < L25) * (C26 - L25) + 6 / 7 * ((H26 < C27) * (H26 - C27) + (C27 < L26) * (C27 - L26) + 6 / 7 * ((H27 < C28) * (H27 - C28) + (C28 < L27) * (C28 - L27) + 6 / 7 * ((H28 < C29) * (H28 - C29) + (C29 < L28) * (C29 - L28) + 6 / 7 * ((H29 < C30) * (H29 - C30) + (C30 < L29) * (C30 - L29) + 6 / 7 * ((H30 < C31) * (H30 - C31) + (C31 < L30) * (C31 - L30) + 6 / 7 * ((H31 < C32) * (H31 - C32) + (C32 < L31) * (C32 - L31) + 6 / 7 * ((H32 < C33) * (H32 - C33) + (C33 < L32) * (C33 - L32) + 6 / 7 * ((H33 < C34) * (H33 - C34) + (C34 < L33) * (C34 - L33) + 6 / 7 * ((H34 < C35) * (H34 - C35) + (C35 < L34) * (C35 - L34) + 6 / 7 * ((H35 < C36) * (H35 - C36) + (C36 < L35) * (C36 - L35) + 6 / 7 * ((H36 < C37) * (H36 - C37) + (C37 < L36) * (C37 - L36) + 6 / 7 * ((H37 < C38) * (H37 - C38) + (C38 < L37) * (C38 - L37) + 6 / 7 * ((H38 < C39) * (H38 - C39) + (C39 < L38) * (C39 - L38) + 6 / 7 * ((H39 < C40) * (H39 - C40) + (C40 < L39) * (C40 - L39) + 6 / 7 * ((H40 < C41) * (H40 - C41) + (C41 < L40) * (C41 - L40) + 6 / 7 * ((H41 < C42) * (H41 - C42) + (C42 < L41) * (C42 - L41) + 6 / 7 * ((H42 < C43) * (H42 - C43) + (C43 < L42) * (C43 - L42) + 6 / 7 * ((H43 < C44) * (H43 - C44) + (C44 < L43) * (C44 - L43) + 6 / 7 * ((H44 < C45) * (H44 - C45) + (C45 < L44) * (C45 - L44))))))))))))))))))))))))))))))))))))))))))))))
You may wish to review the following:
Please provide a description and PCF for calculating an ATR value to be used as a stop loss value
-Bruce
Personal Criteria Formulas
TC2000 Support Articles
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