There should be several entries starting with RAD*, but they are listed AFTER the built-in indicators.

The drop down is one list, but think of it as two separate alphabetical lists, one after the other.

Well, it's bothersome that it won't install right -- you might try a fresh download from the source.

But, I've extracted the code for the six indicators, so you can just copy & paste, to install it manually:

{ RAD*ChandelierStopLong }

entryday:=Input("Day of month",1,31,1);
entrymonth:=Input("Month",1,12,1);
entryyear:=Input("Year",1800,2020,2003);
entryprice:=Input("Entry Price (leave as zero for close of the day)",0,5000,0);
entryprice2 := If(entryprice>0,entryprice,C);
initatr:=Input("Initial stop ATR multiplier",0.1,6,2);
trailatr:=Input("Trailing stop ATR multiplier from High",0.1,6,2.5);

entryfulldate := (entryyear)+(entrymonth/12)+(entryday/365);
fulldate := Year()+Month()/12+DayOfMonth()/365;
entry:= entryfulldate > Ref(fulldate,-1) AND entryfulldate <= fulldate;
ExtFml( "AdvancedStop.StopLong", entry,entryprice2-initatr*ATR(10),0,H-trailatr*ATR(10),0,0,0,0);




{ RAD*ChandelierStopLongPyramid }

entryday:=Input("Day of month",1,31,1);
entrymonth:=Input("Month",1,12,1);
entryyear:=Input("Year",1800,2020,2003);
entryprice:=Input("Entry Price (leave as zero for close of the day)",0,5000,0);
entryprice2 := If(entryprice>0,entryprice,C);
initstop:=entryprice2-2*ATR(10);
trans:=entryprice2+2*ATR(10);
trailstop:=H-3.5*ATR(10);
pyr1point:=C+4*ATR(10);
pyr1tps := H-3*ATR(10);
pyr2point:=C+6*ATR(10);
pyr2tps := H-2.5*ATR(10);

entryfulldate := (entryyear)+(entrymonth/12)+(entryday/365);
fulldate := Year()+Month()/12+DayOfMonth()/365;
entry:= entryfulldate > Ref(fulldate,-1) AND entryfulldate <= fulldate;
entryprice2 := If(entryprice>0,entryprice,C);
ExtFml( "AdvancedStop.StopLong", entry,initstop,trans,trailstop,pyr1point,pyr1tps,pyr2point,pyr2tps);




{ RAD*ChandelierStopLongWithTransition }

entryday:=Input("Day of month",1,31,1);
entrymonth:=Input("Month",1,12,1);
entryyear:=Input("Year",1800,2020,2003);
entryprice:=C;
initatr:=Input("Initial stop ATR multiplier",0.1,6,2);
transatr:=Input("Transition ATR from initial to breakeven/trailing",0.1,6,2);
trailatr:=Input("Trailing stop ATR multiplier from High",0.1,6,2.5);

entryfulldate := (entryyear)+(entrymonth/12)+(entryday/365);
fulldate := Year()+Month()/12+DayOfMonth()/365;
entry:= entryfulldate > Ref(fulldate,-1) AND entryfulldate <= fulldate;
entryprice2 := If(entryprice>0,entryprice,C);
ExtFml( "AdvancedStop.StopLong", entry,entryprice2-initatr*ATR(10),entryprice2+transatr*ATR(10),H-trailatr*ATR(10),0,0,0,0);




{ RAD*ChandelierStopShort }

entryday:=Input("Short entry Day of month",1,31,1);
entrymonth:=Input("Month",1,12,1);
entryyear:=Input("Year",1800,2020,2003);
entryprice:=Input("Entry Price (leave as zero for close of the day)",0,5000,0);
initatr:=Input("Initial stop ATR multiplier",0.1,6,2);
trailatr:=Input("Trailing stop ATR multiplier from Low",0.1,6,2.5);

entryfulldate := (entryyear)+(entrymonth/12)+(entryday/365);
fulldate := Year()+Month()/12+DayOfMonth()/365;
entry:= entryfulldate > Ref(fulldate,-1) AND entryfulldate <= fulldate;
entryprice2 := If(entryprice>0,entryprice,C);
ExtFml( "AdvancedStop.StopShort", entry,entryprice2+initatr*ATR(10),0,L+trailatr*ATR(10),0,0,0,0);




{ RAD*ChandelierStopShortPyramid }

entryday:=Input("Day of month",1,31,1);
entrymonth:=Input("Month",1,12,1);
entryyear:=Input("Year",1800,2020,2003);
entryprice:=Input("Entry Price (leave as zero for close of the day)",0,5000,0);
entryprice2 := If(entryprice>0,entryprice,C);
initstop:=entryprice2+2*ATR(10);
trans:=entryprice2-2*ATR(10);
trailstop:=L+4*ATR(10);
pyr1point:=C-4*ATR(10);
pyr1tps := L+3*ATR(10);
pyr2point:=C-6*ATR(10);
pyr2tps := L+2.5*ATR(10);

entryfulldate := (entryyear)+(entrymonth/12)+(entryday/365);
fulldate := Year()+Month()/12+DayOfMonth()/365;
entry:= entryfulldate > Ref(fulldate,-1) AND entryfulldate <= fulldate;
entryprice2 := If(entryprice>0,entryprice,C);
ExtFml( "AdvancedStop.StopShort", entry,initstop,trans,trailstop,pyr1point,pyr1tps,pyr2point,pyr2tps);




{ RAD*ChandelierStopShortWithTransition }

entryday:=Input("Short entry Day of month",1,31,1);
entrymonth:=Input("Month",1,12,1);
entryyear:=Input("Year",1800,2020,2003);
entryprice:=C;
initatr:=Input("Initial stop ATR multiplier",0.1,6,2);
transatr:=Input("Transition ATR from initial to breakeven/trailing",0.1,6,2);
trailatr:=Input("Trailing stop ATR multiplier from Low",0.1,6,2.5);

entryfulldate := (entryyear)+(entrymonth/12)+(entryday/365);
fulldate := Year()+Month()/12+DayOfMonth()/365;
entry:= entryfulldate > Ref(fulldate,-1) AND entryfulldate <= fulldate;
entryprice2 := If(entryprice>0,entryprice,C);
ExtFml( "AdvancedStop.StopShort", entry,entryprice2+initatr*ATR(10),entryprice2-transatr*ATR(10),L+trailatr*ATR(10),0,0,0,0);

Usually, you set a tighter stop after entry, so if you're wrong about direction, you're out sooner and with a smaller loss. If you're right, you want the stop to follow the trade, but not so close that volatility gets you out too soon.

There are no "set in concrete" choices -- experiment with your chosen trading instruments as well as other stuff. For example, Indices/ETFs/Mutual Funds (like the S&P500/SPY/VFINX) might perform better with a different ATR multiple under your trading system than an individual stock.

About the only thing for sure is that a stop should not serve as the sole exit.

CAREFULLY read -- then, re-read -- the documentation page. In fact, print it out; it's only six pages. Study and consider the combinations of conditions. If you don't make any notes, you're probably not understanding the possible complexity...

For example: When Long, you can choose to exit when the stop level is violated during the day by the low, while the equivalent when Short is stop violated by the high.

Or you can keep it simple, just exit at the end of the day if the close violates the stop. If you want to vet this approach, compare relative range (high - low) of the NASDAQ Index with the QQQ ETF ("Cubes") -- there are times you can see the traders/market-makers "scooping" up the stop-losses on the ETF!

Similarly, you can "hang" the stop off either the close or the high/low. Another decision you need to make.

Also, try testing under WEEKLY periodicity and see how that effects results. FWIW, I prefer something like VSTfree/pro or TradeSim rather than the System Tester. There is also a new version of Trade Equity, but I haven't yet broken it to harness <g>.

My $0.02 worth for the day.

Well, if you trade weekly on the close, you'll have a bit less volatility. There's nothing like quite like getting "whipsaw":