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arrowcap  
#1 Posted : Tuesday, November 27, 2012 12:36:35 AM(UTC)
arrowcap

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Hi I am using following ATR trailing stop formula on The Explorer for backtesting. Col A : ExtFml("TradeSim.Trailingstop", Trigger, Long, 1.5*ATR(20), L, C); Col B: HHV(H - 1.5*ATR(20),20); Filter : ColA and ColB I wonder the above ATR trailing stop formula is using SIMPLE or EXPONENTIAL ATR to work? Can anyone help?
wabbit  
#2 Posted : Tuesday, November 27, 2012 1:56:23 AM(UTC)
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ATR uses Wilders smoothing, which is the same as (2*pds-1) exponential MA.


wabbit [:D]

arrowcap  
#3 Posted : Tuesday, November 27, 2012 2:08:06 AM(UTC)
arrowcap

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Many thanks ... and appreicate your speedy reply
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