Take ATR value from specific day - EasyLanguage Programming | futures io social day trading
futures io futures trading

Take ATR value from specific day
Updated: Views / Replies:716 / 1
Created: by simonehuggins Attachments:0

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Thread Tools Search this Thread

Take ATR value from specific day

  #1 (permalink)
Sydney, NSW
Trading Experience: Beginner
Platform: MultiCharts
Favorite Futures: Stocks
Posts: 3 since Feb 2015
Thanks: 1 given, 0 received

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).

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 ;

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!

Reply With Quote
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


futures io > > > > > Take ATR value from specific day

Upcoming Webinars and Events (4:30PM ET unless noted)

futures io is celebrating 10-years w/ over $18,000 in prizes!

Right now

$250 Amazon Gift Cards with our "Thanks Contest" challenge!

Right now

Show us your trading desks and win over $5,000 in prizes w/Jigsaw Trading


The Spirituality of Trading w/Dr Brett Steenbarger

Elite only

Similar Threads
Thread Thread Starter Forum Replies Last Post
Calculating 20 day ATR stackedoptions ThinkOrSwim 5 July 7th, 2015 02:08 AM
Run code in nt7 at specific time each day pxp333 NinjaTrader 3 May 24th, 2015 03:41 PM
Prog. for SPY Atr vs. Atr of all stocks in tradestation Inventor TradeStation 2 November 27th, 2014 10:24 AM
H/L FOR A SPECIFIC PERIOD OF TIME FKtrader NinjaTrader 2 October 20th, 2013 11:30 AM
How to find a specific thread nkp9999 Beginners and Introductions 2 February 27th, 2011 03:07 AM

All times are GMT -4. The time now is 12:46 AM. (this page content is cached, log in for real-time version)

Copyright © 2019 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts