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Thread: Road Map for June 8, 2011

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  1. #1
    Billy: Do you use 5 day for calculating ATR? I am almost positive that you use 5 day, but wanted to make sure.

    Thanks.

  2. #2
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    Quote Originally Posted by Sandy View Post
    Billy: Do you use 5 day for calculating ATR? I am almost positive that you use 5 day, but wanted to make sure.

    Thanks.
    Sandy,

    As a rule of thumb, 20-day ATR using an exponential moving average is what works best for most securities. Billy

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