| Welcome Guest, please sign in to participate in a discussion. | Search | Active Topics | |
Registered User
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.
|
|
Registered User
Joined: 4/15/2007
Posts: 73
|
My apologies the stock is AAPL
|
|
Registered User
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
|
|
Registered User
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.
|
|
 Gold Customer
Joined: 11/22/2006
Posts: 100
|
see this post
http://forums.worden.com/default.aspx?g=posts&t=53547
|
|
Registered User
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.
|
|
|
Guest-1 |