Reply To: ATR Exit

Optuma Forums Optuma Scripting ATR Exit Reply To: ATR Exit

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Hi Jane,

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()[1] – a1[1])

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 “[1]” offset.

Hope that helps


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