atr_trail
Function Name: atr_trail
Tags: ATR
Category: Volatility
The average true range (Atr) measures a security's volatility. Wilder defined the true range concept as the greatest value of the:
Current high less the current low
Absolute value of the current high less the previous close
Absolute value of the current low less the previous close.
Wilder then calculated an average of this value for creating the average true range
Author: J. Welles Wilder
Publication: "New Concepts In Technical Trading Systems"
Link: http://www.investopedia.com/terms/a/atr.asp
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TrailTypeMod |
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Default Value: -1 |
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Type: Boolean |
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Period |
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Default Value: 21 | Minimum: 2 | Maximum: 9999 |
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Type: Numeric |
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Factor |
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Default Value: 1.5 | Minimum: 0 | Maximum: 100 |
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Type: Numeric |
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InitialMonth |
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Default Value: 1 | Minimum: 1 | Maximum: 12 |
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Type: Numeric |
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InitialDay |
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Default Value: 1 | Minimum: 1 | Maximum: 30 |
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Type: Numeric |
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InitialYear |
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Default Value: 2009 | Minimum: 1900 | Maximum: 2050 |
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Type: Numeric |
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FirstTrade |
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Default Value: 1 | Minimum: 0 | Maximum: 1 |
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Type: Numeric |
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ShowTraderMarks |
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Default Value: -1 |
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Type: Boolean |
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ShowLine |
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Default Value: -1 |
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Type: Boolean |