Weighted ATR issue - StockFetcher.com Stock Screener

StockFetcher Forums · General Discussion · Weighted ATR issue

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mahkoh 1,065 posts msg #118169 - Ignore mahkoh modified	2/11/2014 2:58:52 PM I have an issue with the weighted ATR values. According to several sources it is calculated as in the following spreadsheet: https://docs.google.com/spreadsheet/ccc?key=0AgVFJDk1gPekdC1IZHV4US1aT24xcEItNEktWGlYOXc&usp=sharing If I put AAPL (or any other ticker) in cell A1 and run the following filter the values just don't match. I have been looking at both filter and sheet for several hours but cannot find what is wrong. Fetcher[ symlist(AAPL) add column weighted atr(10) add column weighted atr(10) 1 day ago add column weighted atr(10) 2 day ago add column weighted atr(10) 3 day ago add column weighted atr(10) 4 day ago add column weighted atr(10) 5 day ago add column weighted atr(10) 6 day ago add column weighted atr(10) 7 day ago add column weighted atr(10) 8 day ago ] It's not a data issue, as the filter below does compare to the values in the sheet Fetcher[ symlist(AAPL) add column atr(10) add column atr(10) 1 day ago add column atr(10) 2 day ago add column atr(10) 3 day ago add column atr(10) 4 day ago add column atr(10) 5 day ago add column atr(10) 6 day ago add column atr(10) 7 day ago add column atr(10) 8 day ago ] Edit: I found out what the problem is. I do need to seed the first weighted ATR earlier to get the expected values.

StockFetcher Forums · General Discussion · Weighted ATR issue

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