atr_stoploss: Define a stop loss based on the ATR:
In martinbel/TradingTools: Trading/Investing Tools
Description
I use the following definition, with default parameters:
Stop = Close - ATR(40) * multiple
Usage
1
atr_stoploss(data, ticker, n_days = 40, atr_multiple = 1.5)
Arguments
data
List of price data xts objects
ticker
Ticker
n_days
Number of periods for the moving average
atr_multiple
times I multiply the ATR to substract it from the current close price
martinbel/TradingTools documentation built on June 13, 2021, 4:21 a.m.
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Description
I use the following definition, with default parameters: Stop = Close - ATR(40) * multiple
Usage
1 | atr_stoploss(data, ticker, n_days = 40, atr_multiple = 1.5)
|
Arguments
data |
List of price data xts objects |
ticker |
Ticker |
n_days |
Number of periods for the moving average |
atr_multiple |
times I multiply the ATR to substract it from the current close price |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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