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Registered User Joined: 7/18/2011 Posts: 16
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Is there a way to cconstruct a 10 day simple moving average wchich factors in the volatility of the underlying stock and adjusts accordigly? I would like to use 1-3x ATR for 10 days as a measure of volatility.
This wil be usefuli in eliminating false signals. Thanks.
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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Keltner Channels are plotted the ATR Multiplier above and below a central moving average of (H + L + C) / 3. If this is not what you want, we would need further clarification from you as to how you want to use volatility to adjust the moving average.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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Registered User Joined: 7/18/2011 Posts: 16
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This article will better explain what I am looking for.
www.marketvolume.com/technicalanalysis/volatilitymovingaverage.asp
Thanks
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Worden Trainer
Joined: 10/7/2004 Posts: 65,138
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The article does not describe how it is calculated, so I cannot use it to try and create a Custom PCF Indicator version for TC2000.
-Bruce Personal Criteria Formulas TC2000 Support Articles
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