- Topics: 16
- Replies: 940
- Posts: 956
The ATRTSCAN is a special function that is used in the stop section of the back tester. I’m not 100% sure why, but it does not work in a script (something we’ll check out).
In the mean time, this is a script that will work for you.
a1 = ATR(BARS=15, MULT=2.00);
CLOSE() CrossesBelow (HIGH() – a1)
we calculate the ATR and store it in “a1”. Then we see if today’s close crosses below yesterday’s value of high minus the atr by using the “” offset.
Hope that helps