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ATR Modified with Trailing Stops by Sylvain Vervoort
The code for MetaStock to implement the average true-range trailing stop method, as described
by author Sylvain Vervoort In "Average True Range Trailing Stops" in this issue, is provided below.


ATR Modified with Trailing Stops

{SVE_Stop_Trail_ATR_Mod}

period:=Input("ATR period :",1,100,5);
atrfact:=Input("ATR multiplication :",1,10,3.5);
HiLo:=If(H-L<1.5*Mov(H-L,period,S),H-L, 1.5*Mov(H-L,period,S));
Href:=If(L<=Ref(H,-1),H-Ref(C,-1),(H-Ref(C,-1))-(L-Ref(H,-1))/2);
Lref:=If(H>=Ref(L,-1),Ref(C,-1)-L,(Ref(C,-1)-L)-(Ref(L,-1)-H)/2);
diff1:=Max(HiLo,Href);
diff2:=Max(diff1,Lref);
atrmod:=Wilders(diff2,period);
loss:=atrfact*atrmod;

trail:=
If(C>PREV AND Ref(C,-1)>PREV,
Max(PREV,C-loss),
If(C<PREV AND Ref(C,-1)<PREV,
Min(PREV,C+loss),
If(C>PREV,C-loss,C+loss)));

Trail

 

ATR Modified with Trailing Stops by Sylvain Vervoort
-Sylvain Vervoort
sve.vervoort[at]scarlet.be
http://stocata.org
Source / From: TOP
http://www.traders.com  

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