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ATR Trailing stop: Is it simple ATR or exponential ATR
Rank: Newbie
Groups: Registered, Registered Users
Joined: 11/27/2012(UTC)
Posts: 2
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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?
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers, Unverified Users
Joined: 10/28/2004(UTC)
Posts: 3,111
Location: Perth, Western Australia
Was thanked: 16 time(s) in 16 post(s)
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ATR uses Wilders smoothing, which is the same as (2*pds-1) exponential MA.
wabbit [:D]
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Rank: Newbie
Groups: Registered, Registered Users
Joined: 11/27/2012(UTC)
Posts: 2
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Many thanks ... and appreicate your speedy reply
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ATR Trailing stop: Is it simple ATR or exponential ATR
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