YasmanyArciaCorcho / trading-stocks

Platforms to develop, test, and run stock trading strategies
1 stars 1 forks source link

Average True Range (ATR) #15

Open Carto1984 opened 2 years ago

Carto1984 commented 2 years ago

The average true range (ATR) is a technical analysis indicator. This indicator will tell us if is a good trade to enter base on Profit exit. Example if the ATR of Symbol (SPY) averegae 1.30 we need to calculate the percentage that had moved and and make a trade if the parameter is between -24% to +24% (-0.31 to +0.31)

The first step in calculating ATR is to find a series of true range values for a security. The price range of an asset for a given trading day is simply its high minus its low. https://www.investopedia.com/terms/a/atr.asp