You would need to create a Personal Criteria Formula for the Average True Range. Thank you for your suggestion. The following topics contain Average True Range formulas for a variety of Moving Average Periods and three different Moving Average types:

Please provide a description and PCF for calculating an ATR value to be used as a stop loss value
Sir Old Viking Trader and PCFs
20-Day Average True Range
ATR for PCF

The formulas are in dollars, but can be converted to percentages as long as we know what you want to use in the percentage calculations. Do you want to use the current price, a moving average of price or something else?

You could then use the PCFs to create WatchList Columns.

Customize the Information Displayed in the WatchList

Thanks Bruce,

I'd looked at the links and would like to use

20-Period Average True Range (Wilder's Smoothed):

How do I then express it as a precentage of daily price?

Thanks very much for your help

Ethan

Multiply the ATR by 100 and divide by price:

100 * (XAVGH39 - XAVGL39 + .0500492134680739 * ((H < C1) * (H - C1) + (C1 < L) * (C1 - L) + .95 * ((H1 < C2) * (H1 - C2) + (C2 < L1) * (C2 - L1) + .95 * ((H2 < C3) * (H2 - C3) + (C3 < L2) * (C3 - L2) + .95 * ((H3 < C4) * (H3 - C4) + (C4 < L3) * (C4 - L3) + .95 * ((H4 < C5) * (H4 - C5) + (C5 < L4) * (C5 - L4) + .95 * ((H5 < C6) * (H5 - C6) + (C6 < L5) * (C6 - L5) + .95 * ((H6 < C7) * (H6 - C7) + (C7 < L6) * (C7 - L6) + .95 * ((H7 < C8) * (H7 - C8) + (C8 < L7) * (C8 - L7) + .95 * ((H8 < C9) * (H8 - C9) + (C9 < L8) * (C9 - L8) + .95 * ((H9 < C10) * (H9 - C10) + (C10 < L9) * (C10 - L9) + .95 * ((H10 < C11) * (H10 - C11) + (C11 < L10) * (C11 - L10) + .95 * ((H11 < C12) * (H11 - C12) + (C12 < L11) * (C12 - L11) + .95 * ((H12 < C13) * (H12 - C13) + (C13 < L12) * (C13 - L12) + .95 * ((H13 < C14) * (H13 - C14) + (C14 < L13) * (C14 - L13) + .95 * ((H14 < C15) * (H14 - C15) + (C15 < L14) * (C15 - L14) + .95 * ((H15 < C16) * (H15 - C16) + (C16 < L15) * (C16 - L15) + .95 * ((H16 < C17) * (H16 - C17) + (C17 < L16) * (C17 - L16) + .95 * ((H17 < C18) * (H17 - C18) + (C18 < L17) * (C18 - L17) + .95 * ((H18 < C19) * (H18 - C19) + (C19 < L18) * (C19 - L18) + .95 * ((H19 < C20) * (H19 - C20) + (C20 < L19) * (C20 - L19) + .95 * ((H20 < C21) * (H20 - C21) + (C21 < L20) * (C21 - L20) + .95 * ((H21 < C22) * (H21 - C22) + (C22 < L21) * (C22 - L21) + .95 * ((H22 < C23) * (H22 - C23) + (C23 < L22) * (C23 - L22) + .95 * ((H23 < C24) * (H23 - C24) + (C24 < L23) * (C24 - L23) + .95 * ((H24 < C25) * (H24 - C25) + (C25 < L24) * (C25 - L24) + .95 * ((H25 < C26) * (H25 - C26) + (C26 < L25) * (C26 - L25) + .95 * ((H26 < C27) * (H26 - C27) + (C27 < L26) * (C27 - L26) + .95 * ((H27 < C28) * (H27 - C28) + (C28 < L27) * (C28 - L27) + .95 * ((H28 < C29) * (H28 - C29) + (C29 < L28) * (C29 - L28) + .95 * ((H29 < C30) * (H29 - C30) + (C30 < L29) * (C30 - L29) + .95 * ((H30 < C31) * (H30 - C31) + (C31 < L30) * (C31 - L30) + .95 * ((H31 < C32) * (H31 - C32) + (C32 < L31) * (C32 - L31) + .95 * ((H32 < C33) * (H32 - C33) + (C33 < L32) * (C33 - L32) + .95 * ((H33 < C34) * (H33 - C34) + (C34 < L33) * (C34 - L33) + .95 * ((H34 < C35) * (H34 - C35) + (C35 < L34) * (C35 - L34) + .95 * ((H35 < C36) * (H35 - C36) + (C36 < L35) * (C36 - L35) + .95 * ((H36 < C37) * (H36 - C37) + (C37 < L36) * (C37 - L36) + .95 * ((H37 < C38) * (H37 - C38) + (C38 < L37) * (C38 - L37) + .95 * ((H38 < C39) * (H38 - C39) + (C39 < L38) * (C39 - L38) + .95 * ((H39 < C40) * (H39 - C40) + (C40 < L39) * (C40 - L39) + .95 * ((H40 < C41) * (H40 - C41) + (C41 < L40) * (C41 - L40) + .95 * ((H41 < C42) * (H41 - C42) + (C42 < L41) * (C42 - L41) + .95 * ((H42 < C43) * (H42 - C43) + (C43 < L42) * (C43 - L42) + .95 * ((H43 < C44) * (H43 - C44) + (C44 < L43) * (C44 - L43) + .95 * ((H44 < C45) * (H44 - C45) + (C45 < L44) * (C45 - L44) + .95 * ((H45 < C46) * (H45 - C46) + (C46 < L45) * (C46 - L45) + .95 * ((H46 < C47) * (H46 - C47) + (C47 < L46) * (C47 - L46) + .95 * ((H47 < C48) * (H47 - C48) + (C48 < L47) * (C48 - L47) + .95 * ((H48 < C49) * (H48 - C49) + (C49 < L48) * (C49 - L48) + .95 * ((H49 < C50) * (H49 - C50) + (C50 < L49) * (C50 - L49) + .95 * ((H50 < C51) * (H50 - C51) + (C51 < L50) * (C51 - L50) + .95 * ((H51 < C52) * (H51 - C52) + (C52 < L51) * (C52 - L51) + .95 * ((H52 < C53) * (H52 - C53) + (C53 < L52) * (C53 - L52) + .95 * ((H53 < C54) * (H53 - C54) + (C54 < L53) * (C54 - L53) + .95 * ((H54 < C55) * (H54 - C55) + (C55 < L54) * (C55 - L54) + .95 * ((H55 < C56) * (H55 - C56) + (C56 < L55) * (C56 - L55) + .95 * ((H56 < C57) * (H56 - C57) + (C57 < L56) * (C57 - L56) + .95 * ((H57 < C58) * (H57 - C58) + (C58 < L57) * (C58 - L57) + .95 * ((H58 < C59) * (H58 - C59) + (C59 < L58) * (C59 - L58) + .95 * ((H59 < C60) * (H59 - C60) + (C60 < L59) * (C60 - L59) + .95 * ((H60 < C61) * (H60 - C61) + (C61 < L60) * (C61 - L60) + .95 * ((H61 < C62) * (H61 - C62) + (C62 < L61) * (C62 - L61) + .95 * ((H62 < C63) * (H62 - C63) + (C63 < L62) * (C63 - L62) + .95 * ((H63 < C64) * (H63 - C64) + (C64 < L63) * (C64 - L63) + .95 * ((H64 < C65) * (H64 - C65) + (C65 < L64) * (C65 - L64) + .95 * ((H65 < C66) * (H65 - C66) + (C66 < L65) * (C66 - L65) + .95 * ((H66 < C67) * (H66 - C67) + (C67 < L66) * (C67 - L66) + .95 * ((H67 < C68) * (H67 - C68) + (C68 < L67) * (C68 - L67) + .95 * ((H68 < C69) * (H68 - C69) + (C69 < L68) * (C69 - L68) + .95 * ((H69 < C70) * (H69 - C70) + (C70 < L69) * (C70 - L69) + .95 * ((H70 < C71) * (H70 - C71) + (C71 < L70) * (C71 - L70) + .95 * ((H71 < C72) * (H71 - C72) + (C72 < L71) * (C72 - L71) + .95 * ((H72 < C73) * (H72 - C73) + (C73 < L72) * (C73 - L72) + .95 * ((H73 < C74) * (H73 - C74) + (C74 < L73) * (C74 - L73) + .95 * ((H74 < C75) * (H74 - C75) + (C75 < L74) * (C75 - L74) + .95 * ((H75 < C76) * (H75 - C76) + (C76 < L75) * (C76 - L75) + .95 * ((H76 < C77) * (H76 - C77) + (C77 < L76) * (C77 - L76) + .95 * ((H77 < C78) * (H77 - C78) + (C78 < L77) * (C78 - L77) + .95 * ((H78 < C79) * (H78 - C79) + (C79 < L78) * (C79 - L78) + .95 * ((H79 < C80) * (H79 - C80) + (C80 < L79) * (C80 - L79) + .95 * ((H80 < C81) * (H80 - C81) + (C81 < L80) * (C81 - L80) + .95 * ((H81 < C82) * (H81 - C82) + (C82 < L81) * (C82 - L81) + .95 * ((H82 < C83) * (H82 - C83) + (C83 < L82) * (C83 - L82) + .95 * ((H83 < C84) * (H83 - C84) + (C84 < L83) * (C84 - L83) + .95 * ((H84 < C85) * (H84 - C85) + (C85 < L84) * (C85 - L84) + .95 * ((H85 < C86) * (H85 - C86) + (C86 < L85) * (C86 - L85) + .95 * ((H86 < C87) * (H86 - C87) + (C87 < L86) * (C87 - L86) + .95 * ((H87 < C88) * (H87 - C88) + (C88 < L87) * (C88 - L87) + .95 * ((H88 < C89) * (H88 - C89) + (C89 < L88) * (C89 - L88) + .95 * ((H89 < C90) * (H89 - C90) + (C90 < L89) * (C90 - L89) + .95 * ((H90 < C91) * (H90 - C91) + (C91 < L90) * (C91 - L90) + .95 * ((H91 < C92) * (H91 - C92) + (C92 < L91) * (C92 - L91) + .95 * ((H92 < C93) * (H92 - C93) + (C93 < L92) * (C93 - L92) + .95 * ((H93 < C94) * (H93 - C94) + (C94 < L93) * (C94 - L93) + .95 * ((H94 < C95) * (H94 - C95) + (C95 < L94) * (C95 - L94) + .95 * ((H95 < C96) * (H95 - C96) + (C96 < L95) * (C96 - L95) + .95 * ((H96 < C97) * (H96 - C97) + (C97 < L96) * (C97 - L96) + .95 * ((H97 < C98) * (H97 - C98) + (C98 < L97) * (C98 - L97) + .95 * ((H98 < C99) * (H98 - C99) + (C99 < L98) * (C99 - L98) + .95 * ((H99 < C100) * (H99 - C100) + (C100 < L99) * (C100 - L99) + .95 * ((H100 < C101) * (H100 - C101) + (C101 < L100) * (C101 - L100) + .95 * ((H101 < C102) * (H101 - C102) + (C102 < L101) * (C102 - L101) + .95 * ((H102 < C103) * (H102 - C103) + (C103 < L102) * (C103 - L102) + .95 * ((H103 < C104) * (H103 - C104) + (C104 < L103) * (C104 - L103) + .95 * ((H104 < C105) * (H104 - C105) + (C105 < L104) * (C105 - L104) + .95 * ((H105 < C106) * (H105 - C106) + (C106 < L105) * (C106 - L105) + .95 * ((H106 < C107) * (H106 - C107) + (C107 < L106) * (C107 - L106) + .95 * ((H107 < C108) * (H107 - C108) + (C108 < L107) * (C108 - L107) + .95 * ((H108 < C109) * (H108 - C109) + (C109 < L108) * (C109 - L108) + .95 * ((H109 < C110) * (H109 - C110) + (C110 < L109) * (C110 - L109) + .95 * ((H110 < C111) * (H110 - C111) + (C111 < L110) * (C111 - L110) + .95 * ((H111 < C112) * (H111 - C112) + (C112 < L111) * (C112 - L111) + .95 * ((H112 < C113) * (H112 - C113) + (C113 < L112) * (C113 - L112) + .95 * ((H113 < C114) * (H113 - C114) + (C114 < L113) * (C114 - L113) + .95 * ((H114 < C115) * (H114 - C115) + (C115 < L114) * (C115 - L114) + .95 * ((H115 < C116) * (H115 - C116) + (C116 < L115) * (C116 - L115) + .95 * ((H116 < C117) * (H116 - C117) + (C117 < L116) * (C117 - L116) + .95 * ((H117 < C118) * (H117 - C118) + (C118 < L117) * (C118 - L117) + .95 * ((H118 < C119) * (H118 - C119) + (C119 < L118) * (C119 - L118) + .95 * ((H119 < C120) * (H119 - C120) + (C120 < L119) * (C120 - L119) + .95 * ((H120 < C121) * (H120 - C121) + (C121 < L120) * (C121 - L120) + .95 * ((H121 < C122) * (H121 - C122) + (C122 < L121) * (C122 - L121) + .95 * ((H122 < C123) * (H122 - C123) + (C123 < L122) * (C123 - L122) + .95 * ((H123 < C124) * (H123 - C124) + (C124 < L123) * (C124 - L123) + .95 * ((H124 < C125) * (H124 - C125) + (C125 < L124) * (C125 - L124) + .95 * ((H125 < C126) * (H125 - C126) + (C126 < L125) * (C126 - L125) + .95 * ((H126 < C127) * (H126 - C127) + (C127 < L126) * (C127 - L126) + .95 * ((H127 < C128) * (H127 - C128) + (C128 < L127) * (C128 - L127) + .95 * ((H128 < C129) * (H128 - C129) + (C129 < L128) * (C129 - L128) + .95 * ((H129 < C130) * (H129 - C130) + (C130 < L129) * (C130 - L129) + .95 * ((H130 < C131) * (H130 - C131) + (C131 < L130) * (C131 - L130) + .95 * ((H131 < C132) * (H131 - C132) + (C132 < L131) * (C132 - L131) + .95 * ((H132 < C133) * (H132 - C133) + (C133 < L132) * (C133 - L132) + .95 * ((H133 < C134) * (H133 - C134) + (C134 < L133) * (C134 - L133) + .95 * ((H134 < C135) * (H134 - C135) + (C135 < L134) * (C135 - L134))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))) / C

Thanks very much. I can't seem to find a colum for PEG ratio...am I blind or does worden name it something else?
Thanks,

EThan

We do not call it something else and you are not blind. It is not available.

Hi Bruce,

Would you please be so kind to list out the formula for the following conditions for me :

1) Wilder's RSI 8 today less than Wilder RSI 8 yesterday and;

2) Wilder's RSI 8 yesterday above or equal to 70

Thanks,

If Use Wilders Smoothing is not checked for the Wilder's RSI:

RSI8 < RSI8.1.1 And RSI8.1.1 >= 70

If Use Wilders Smoothing is checked for the Wilder's RSI:

50 * (C - XAVGC15.1) / 8 / (.125012459739399 * (ABS(C - C1) + .875 * (ABS(C1 - C2) + .875 * (ABS(C2 - C3) + .875 * (ABS(C3 - C4) + .875 * (ABS(C4 - C5) + .875 * (ABS(C5 - C6) + .875 * (ABS(C6 - C7) + .875 * (ABS(C7 - C8) + .875 * (ABS(C8 - C9) + .875 * (ABS(C9 - C10) + .875 * (ABS(C10 - C11) + .875 * (ABS(C11 - C12) + .875 * (ABS(C12 - C13) + .875 * (ABS(C13 - C14) + .875 * (ABS(C14 - C15) + .875 * (ABS(C15 - C16) + .875 * (ABS(C16 - C17) + .875 * (ABS(C17 - C18) + .875 * (ABS(C18 - C19) + .875 * (ABS(C19 - C20) + .875 * (ABS(C20 - C21) + .875 * (ABS(C21 - C22) + .875 * (ABS(C22 - C23) + .875 * (ABS(C23 - C24) + .875 * (ABS(C24 - C25) + .875 * (ABS(C25 - C26) + .875 * (ABS(C26 - C27) + .875 * (ABS(C27 - C28) + .875 * (ABS(C28 - C29) + .875 * (ABS(C29 - C30) + .875 * (ABS(C30 - C31) + .875 * (ABS(C31 - C32) + .875 * (ABS(C32 - C33) + .875 * (ABS(C33 - C34) + .875 * (ABS(C34 - C35) + .875 * (ABS(C35 - C36) + .875 * (ABS(C36 - C37) + .875 * (ABS(C37 - C38) + .875 * (ABS(C38 - C39) + .875 * (ABS(C39 - C40) + .875 * (ABS(C40 - C41) + .875 * (ABS(C41 - C42) + .875 * (ABS(C42 - C43) + .875 * (ABS(C43 - C44) + .875 * (ABS(C44 - C45) + .875 * (ABS(C45 - C46) + .875 * (ABS(C46 - C47) + .875 * (ABS(C47 - C48) + .875 * (ABS(C48 - C49) + .875 * (ABS(C49 - C50) + .875 * (ABS(C50 - C51) + .875 * (ABS(C51 - C52) + .875 * (ABS(C52 - C53) + .875 * (ABS(C53 - C54) + .875 * (ABS(C54 - C55) + .875 * (ABS(C55 - C56) + .875 * (ABS(C56 - C57) + .875 * (ABS(C57 - C58) + .875 * (ABS(C58 - C59) + .875 * (ABS(C59 - C60) + .875 * (ABS(C60 - C61) + .875 * (ABS(C61 - C62) + .875 * (ABS(C62 - C63) + .875 * (ABS(C63 - C64) + .875 * (ABS(C64 - C65) + .875 * (ABS(C65 - C66) + .875 * (ABS(C66 - C67) + .875 * (ABS(C67 - C68) + .875 * (ABS(C68 - C69))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))) + 50 < 50 * (C1 - XAVGC15.2) / 8 / (.125012459739399 * (ABS(C1 - C2) + .875 * (ABS(C2 - C3) + .875 * (ABS(C3 - C4) + .875 * (ABS(C4 - C5) + .875 * (ABS(C5 - C6) + .875 * (ABS(C6 - C7) + .875 * (ABS(C7 - C8) + .875 * (ABS(C8 - C9) + .875 * (ABS(C9 - C10) + .875 * (ABS(C10 - C11) + .875 * (ABS(C11 - C12) + .875 * (ABS(C12 - C13) + .875 * (ABS(C13 - C14) + .875 * (ABS(C14 - C15) + .875 * (ABS(C15 - C16) + .875 * (ABS(C16 - C17) + .875 * (ABS(C17 - C18) + .875 * (ABS(C18 - C19) + .875 * (ABS(C19 - C20) + .875 * (ABS(C20 - C21) + .875 * (ABS(C21 - C22) + .875 * (ABS(C22 - C23) + .875 * (ABS(C23 - C24) + .875 * (ABS(C24 - C25) + .875 * (ABS(C25 - C26) + .875 * (ABS(C26 - C27) + .875 * (ABS(C27 - C28) + .875 * (ABS(C28 - C29) + .875 * (ABS(C29 - C30) + .875 * (ABS(C30 - C31) + .875 * (ABS(C31 - C32) + .875 * (ABS(C32 - C33) + .875 * (ABS(C33 - C34) + .875 * (ABS(C34 - C35) + .875 * (ABS(C35 - C36) + .875 * (ABS(C36 - C37) + .875 * (ABS(C37 - C38) + .875 * (ABS(C38 - C39) + .875 * (ABS(C39 - C40) + .875 * (ABS(C40 - C41) + .875 * (ABS(C41 - C42) + .875 * (ABS(C42 - C43) + .875 * (ABS(C43 - C44) + .875 * (ABS(C44 - C45) + .875 * (ABS(C45 - C46) + .875 * (ABS(C46 - C47) + .875 * (ABS(C47 - C48) + .875 * (ABS(C48 - C49) + .875 * (ABS(C49 - C50) + .875 * (ABS(C50 - C51) + .875 * (ABS(C51 - C52) + .875 * (ABS(C52 - C53) + .875 * (ABS(C53 - C54) + .875 * (ABS(C54 - C55) + .875 * (ABS(C55 - C56) + .875 * (ABS(C56 - C57) + .875 * (ABS(C57 - C58) + .875 * (ABS(C58 - C59) + .875 * (ABS(C59 - C60) + .875 * (ABS(C60 - C61) + .875 * (ABS(C61 - C62) + .875 * (ABS(C62 - C63) + .875 * (ABS(C63 - C64) + .875 * (ABS(C64 - C65) + .875 * (ABS(C65 - C66) + .875 * (ABS(C66 - C67) + .875 * (ABS(C67 - C68) + .875 * (ABS(C68 - C69) + .875 * (ABS(C69 - C70))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))) + 50 AND 50 * (C1 - XAVGC15.2) / 8 / (.125012459739399 * (ABS(C1 - C2) + .875 * (ABS(C2 - C3) + .875 * (ABS(C3 - C4) + .875 * (ABS(C4 - C5) + .875 * (ABS(C5 - C6) + .875 * (ABS(C6 - C7) + .875 * (ABS(C7 - C8) + .875 * (ABS(C8 - C9) + .875 * (ABS(C9 - C10) + .875 * (ABS(C10 - C11) + .875 * (ABS(C11 - C12) + .875 * (ABS(C12 - C13) + .875 * (ABS(C13 - C14) + .875 * (ABS(C14 - C15) + .875 * (ABS(C15 - C16) + .875 * (ABS(C16 - C17) + .875 * (ABS(C17 - C18) + .875 * (ABS(C18 - C19) + .875 * (ABS(C19 - C20) + .875 * (ABS(C20 - C21) + .875 * (ABS(C21 - C22) + .875 * (ABS(C22 - C23) + .875 * (ABS(C23 - C24) + .875 * (ABS(C24 - C25) + .875 * (ABS(C25 - C26) + .875 * (ABS(C26 - C27) + .875 * (ABS(C27 - C28) + .875 * (ABS(C28 - C29) + .875 * (ABS(C29 - C30) + .875 * (ABS(C30 - C31) + .875 * (ABS(C31 - C32) + .875 * (ABS(C32 - C33) + .875 * (ABS(C33 - C34) + .875 * (ABS(C34 - C35) + .875 * (ABS(C35 - C36) + .875 * (ABS(C36 - C37) + .875 * (ABS(C37 - C38) + .875 * (ABS(C38 - C39) + .875 * (ABS(C39 - C40) + .875 * (ABS(C40 - C41) + .875 * (ABS(C41 - C42) + .875 * (ABS(C42 - C43) + .875 * (ABS(C43 - C44) + .875 * (ABS(C44 - C45) + .875 * (ABS(C45 - C46) + .875 * (ABS(C46 - C47) + .875 * (ABS(C47 - C48) + .875 * (ABS(C48 - C49) + .875 * (ABS(C49 - C50) + .875 * (ABS(C50 - C51) + .875 * (ABS(C51 - C52) + .875 * (ABS(C52 - C53) + .875 * (ABS(C53 - C54) + .875 * (ABS(C54 - C55) + .875 * (ABS(C55 - C56) + .875 * (ABS(C56 - C57) + .875 * (ABS(C57 - C58) + .875 * (ABS(C58 - C59) + .875 * (ABS(C59 - C60) + .875 * (ABS(C60 - C61) + .875 * (ABS(C61 - C62) + .875 * (ABS(C62 - C63) + .875 * (ABS(C63 - C64) + .875 * (ABS(C64 - C65) + .875 * (ABS(C65 - C66) + .875 * (ABS(C66 - C67) + .875 * (ABS(C67 - C68) + .875 * (ABS(C68 - C69) + .875 * (ABS(C69 - C70))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))))) + 50 >= 70

Dear Bruce, you are fantastic.. would please help me with one more condition..:

with Wider RSI smoothing :

WRSI 8 crossing down moving average 5

Thanks a lot,

Patrick

Sorry, but no, I can't. The resulting formula would be too long and slow to be practical or post in the forums. It would be more than three times the size of the formula given in my Monday, September 10, 2012 2:51:14 PM ET post.

It can be done in TC2000 version 12.2 by just clicking on the RSI and selecting Create Scan Condition.

Thanks Bruce, no problem.  I will try something else then.

You're welcome.