durgin
60 posts
msg #114192
- Ignore durgin |
6/22/2013 7:33:33 PM
The latest issue of Active Trader (July 2013) has an article entitled "Trading with ATR bands". I'm interested in having a simple ATR band filter that I can apply to my Watch Lists.
I did a search and came up with ATR bands by TheRumpledOne but he used linear regression to help sort things out.
https://www.stockfetcher.com/forums/Filter.../ATR-BANDS/47847ANDS/47847
I'm not able to make a simple ATR band filter and would appreciate any assistance. Thanks!
Phil
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four
5,087 posts
msg #114197
- Ignore four
modified |
6/22/2013 10:07:29 PM
I notice TRO created a filter for ATR bands.
I wonder what does TRO's filter not provide ?
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Note:
1. Link for TRO's reference for his attempt at bands: http://forex.gftforex.com/public/item/147969
2. Link to TRO's actual attempt: https://www.stockfetcher.com/forums/Filter-Exchange/ATR-BANDS/47847
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durgin
60 posts
msg #114198
- Ignore durgin |
6/22/2013 10:41:29 PM
I wasn't sure that there was a need for or value in using the Fibonacci number or the Linear Regression (20). So I wanted to remove that from the filter.
I was trying to replicate what they have in the article and it is simply 1) the 14-day SMA 2) the Upper band = 14-day SMA + 14-day ATR and 3) the Lower band = 14-day SMA - 14-day ATR.
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four
5,087 posts
msg #114199
- Ignore four
modified |
6/22/2013 10:57:59 PM
perhaps...
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durgin
60 posts
msg #114200
- Ignore durgin |
6/22/2013 11:22:24 PM
YES. Thanks so much -- the only revision I would make is to to remove the Keltner bands.
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