Hello Asit Mistry,
Please go to the UKB and search under Aronson.
http://www.amibroker.org/userkb/
There is a link to his website and a link to his Amazon page.
Or go to the UKB site and look under Statistics Statistics
Resources For Traders
Then scroll down to the bottom of that page.
Préfontaine
To: amibroker@yahoogroups.com
Sent: Tuesday, February 26, 2008 12:30 AM
Subject: Re: [amibroker] Re: Absolute value ATR?
Hi,
Thanks for the suggestion. I must do something wrong however because from
the code I wrote
_SECTION_BEGIN(ATR);
periods = Param( Periods, 15
Louis,
Thanks for the suggestion. I must do something wrong however
because from
the code I wrote
I get only results of ATR 3-4. Only Indu.x is under 2; all the
other one
are over 3-4, and sometimes 6-7 and more.
I tried your code and didn't see any problems.
For the Dow constituents
Ok thanks! :-)
Louis
2008/2/25, brian_z111 [EMAIL PROTECTED]:
Howard's book has a chapter on issue selection (filtering by
liquidity). The concepts are the same so it should help in that
regard.
The main function of this forum is to help learn and apply AmiBroker
so most of the time you
--- In amibroker@yahoogroups.com, Louis Pr�fontaine [EMAIL PROTECTED]
wrote:
Is it possible to get a 40$ return with a EOD system when each
transaction
I think you should be able to squeak out a 40 dollar gain. ;)
Tuzo
Haha! ;-)
Think I should re-read myself more often!
But you know what I mean! %%%
Louis
2008/2/26, tuzo_wilson [EMAIL PROTECTED]:
--- In amibroker@yahoogroups.com amibroker%40yahoogroups.com, Louis
Pr�fontaine [EMAIL PROTECTED]
wrote:
Is it possible to get a 40$ return with a EOD
dear,
you said aronson is very good at sytem design. can you be more spacific about
aronson.
web address or book name or full name of author ?
http://ss1.richmedia.in/recurl.asp?pid=221
A good explanation for ATR can be found on
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:average_true_range_atr
,
and for STD on
http://stockcharts.com/school/doku.php?id=chart_school:technical_indicators:standard_deviation_v
Hi Brian,
I think I might confuse
Hi Brian,
Thanks for your last message. Somehow, it inspired me. I still don't
understand if I should use ATR or StDev and what is the difference between
them, but I feel confident I can learn how to write better codes in the
future. Tell me, what is your experience with programming in AFL and
Hi,
Thanks for the suggestion. I must do something wrong however because from
the code I wrote
_SECTION_BEGIN(ATR);
periods = Param( Periods, 15, 1, 200, 1 );
Plot( ATR(periods)/Ref(C,-1)*100
, _DEFAULT_NAME(), ParamColor( Color, colorCycle ), ParamStyle(Style) );
LongPer = Param(Long Period,
remove the stylenorescale from the plot statements
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
On 26/02/2008, Louis Préfontaine [EMAIL PROTECTED] wrote:
Hi,
Thanks for the suggestion. I must do something wrong however because from
the code I wrote
I won't look at your code too closely.
I get only results of ATR 3-4. Only Indu.x is under 2; all the
other one
are over 3-4, and sometimes 6-7 and more.
2% was an off the cuff example.
Move that wherever you want to achieve whatever it is you want to do
(if you can).
However, are you
Hi again Brian,
I think I understand what you mean. Do you think that reading Howard's book
will help me splitting the stocks betweeen high volatility and low
volatility and then be able to work with that? I sure would like to get a
different stop-loss % for each of those groups.
I tried to
Howard's book has a chapter on issue selection (filtering by
liquidity). The concepts are the same so it should help in that
regard.
The main function of this forum is to help learn and apply AmiBroker
so most of the time you will get an answer if you have a
specific how to do such and such
Hi Brian,
Ok thanks. I ordered his book today... I hope it will help me and if I
like it I will order his next book as well.
Louis
p.s. Is the Aronson's book as good?
2008/2/25, brian_z111 [EMAIL PROTECTED]:
Howard's book has a chapter on issue selection (filtering by
liquidity). The
Sorry Louis, a mistake there.
I am getting my standard deviations mixed up between programs.
In AB StDev is 1 by default and is in $values.
To use AB's StDev at 2,3 deviations etc just multiply StDev(C,10) * 2
etc
To use it as StDev%
StDevPercent = StDev(C,Periods)/MA(C,Periods) * 100;
For
Hi Brian,
Thanks for those explanation. I will experiment with this tonight and
tomorrow. However, I am not sure about something: are you saying that the
only thing I need to know is simply to set the STdev at 2 or 3 (if it's what
I want to do) and then automatically ATR will be use that new
Louis,
only thing I need to know is simply to set the STdev at 2 or 3 (if
it's what
I want to do) and then automatically ATR will be use that new StDev?
No.
ATR and StDev are both measures of volatility but they measure it in
different ways. Generally you would use one or the other.
StDev
Hi Brian,
I think I might confuse ATR and StDev. What is the utility of
each? Isn't StDev more flexible because you can modify it by
changing it to 1, 2 or 3, etc.? How can I profit from each?
Thanks fvor the suggestion about Howard Bandy's book. Is it really
worth that 62$ I would spend
If you want a relative measure of range then you could use ATR%, as
suggested by Graham.
High volatility stocks would be filtered by e.g. ATR% 2 etc.
In that case your stops would be something like:
ProfitStop = Ref(C,-1) * (1 + ATR%/100);
StopLoss = Ref(C,-1) * (1 - ATR%/100);
If you want
Louis,
Does anyone know if it is possible to get an absolute value ATR?
The Abs() function serves that purpose but I think you mean something
else.
ATR is a measure of volatility and it is specific for each stock (or
instrument). The whole idea of it (AFAIK) is to use it on an
individual
stock
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