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Take ATR value from specific day
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Take ATR value from specific day

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Elite Member
Sydney, NSW
 
Futures Experience: Beginner
Platform: MultiCharts
Favorite Futures: Stocks
 
Posts: 3 since Feb 2015
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Take ATR value from specific day

Hi fellow traders,

I have a very specific issue to solve - I would like to take the ATR value (measured over 10 day length) from a specific day.

I trade daily bars, Aus Stocks, this is for an ATR Trailing Exit from a long position.

Here is the code (If anyone thinks that this is not a strict trail (ie, only trails up, does not trail down), please let me know. I think I have coded it right but you never know).

 
Code
Inputs: TrailingATRs(4), ATRLength(10);

Var: PosHigh(0);
Var: ATRVal(0);

ATRVal = AvgTrueRange(ATRLength) * TrailingATRs;

If MarketPosition = 1 Then Begin
If BarsSinceEntry = 0 Then
	PosHigh = High - ATRVal;
If (High - ATRVal) > PosHigh Then
	PosHigh = High - ATRVal;
If High < PosHigh then
Sell ( "ATRtrail" ) Next Bar at PosHigh or lower ;

End;
The issue is I want ATRval to be taken from the day that the highest high occured. At the moment it does not seem to be doing that.

Thank you in advance for any help!

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