TraderMojo
16 posts
msg #90588
- Ignore TraderMojo |
3/30/2010 9:36:44 PM
I'd appreciate some help in generating an ATR Channel Breakout filter. The upper channel is formed by adding 7 * ATR to a 350-day moving average. A long position is initiated when the close exceeds the upper channel.
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Kevin_in_GA
4,599 posts
msg #90590
- Ignore Kevin_in_GA |
3/30/2010 10:30:17 PM
Over what time frame is the ATR being calculated?
Filter would basically look like this:
Choose the ATR period that you want and just replace the "14" I put in here.
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TraderMojo
16 posts
msg #90623
- Ignore TraderMojo |
3/31/2010 9:12:25 PM
Thanks for generating the filter. This is part of the Turtle system. In the book, unfortunately the author doesn't say what the ATR period is.
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chetron
2,817 posts
msg #90625
- Ignore chetron
modified |
3/31/2010 10:21:01 PM
TRY THIS
and that.........
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