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ATR Difference Between TC2000 12.4 and Stockfinder Rate this Topic:
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BDRPPLIR
Posted : Thursday, January 2, 2014 5:22:32 AM
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Joined: 4/15/2007
Posts: 73

I have been exporting price data from SF5 into Excel. I recently added ATR period 5 ATR Period 10 and ATR Period 20 to my daily chart.

I did a cross check between T2000 and SF5 and came up wth price differences on the ATR calculations

TC2000  Period 5 ATR 6.39   Period 10   9.01      Period 20    9.12

SF5        Period 5 ATR 8.17   Period 10    8.71      Period 20    8.96

The scaling on SF5 ATR is set to Arithmetic

What would acount for the variance and therfore which one is correct?

I dont see any way to export price data from TC 2000 so I assume SF5 is the only way.

 

BDRPPLIR
Posted : Friday, January 3, 2014 2:55:58 AM
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Joined: 4/15/2007
Posts: 73

My apologies the stock is AAPL

 

 
diceman
Posted : Friday, January 3, 2014 9:45:58 AM
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Joined: 1/28/2005
Posts: 6,049

QUOTE (BDRPPLIR)

What would acount for the variance and therfore which one is correct?

 

Is the smoothing the same?

 

One ATR may be a simple average and one may be exponential.

 

 

Thanks

 

BDRPPLIR
Posted : Friday, January 3, 2014 10:30:10 AM
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Joined: 4/15/2007
Posts: 73

TC2000 doesnt have any smoothing options and SF5 allows Arithmetic and exponential. I tried them all and they all difffered from TC2000.

 

william4567
Posted : Saturday, January 4, 2014 9:05:40 PM
Gold Customer Gold Customer

Joined: 11/22/2006
Posts: 100

see this post

http://forums.worden.com/default.aspx?g=posts&t=53547

BDRPPLIR
Posted : Sunday, January 5, 2014 3:39:23 AM
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Joined: 4/15/2007
Posts: 73

William thanks for the link. This seems rather odd that TC2000 and SF5 do not  have all the same smoothing options available. However I suppose I will just have to choose one system and stick to it consistently. T2000 is the product that I use mostly and is the system that Worden are still developing. SF5 seems to have been abandoned.

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