Code request for ProScreener about volatility with ATR calculation

• 08/27/2019 at 10:09 AM #105636
  luca1965

  Good morning, excuse me, I’m new to the forum and I kindly asked for help to try with pro-screener financial instruments with monthly volatility now exhausted.I’ll explain. I would like to look for stochs / ETFs which on the basis of a monthly ATR (3 or 6 or 12 periods) or a weekly ATR (12 24 48 periods) are at the end of the monthly volatility, therefore with probable turnaround.
  For example, if a stoch has an ATR weekly (at 48 periods – year) equal to € 2 I would like to find it with the pro-screener when the closing of the day is for example long / short at € 1.90 ( + or – 10% of monthly ATR value)Thank you if someone can help me by sending me the pro-screener code and if I could have given someone a trading idea-

  

  luca1965

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  08/27/2019 at 10:13 AM #105638
  robertogozzi

  Please post it again as plain text.

  Moreover, be so kind to avoid using all CAPITAL letters, unless there is a specific word or sentence you really need to highlight. Using a combination of uppercase and lowercase letters is more polite and easier to read.

  Thank you.

  

  robertogozzi

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  08/28/2019 at 8:36 AM #105701
  Nicolas

  Hi Luca, please dont provide personal information as email address in your post.

  We can discuss here on forum.

  As for your proscreener request, do you have any other useful information to provide or even a picture of the ideal setup you’d like to be found please?

  

  Nicolas

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  08/28/2019 at 9:23 AM #105707
  luca1965

  Good morning Nicolas and thank you for your reply.

  I attached here an example about stoch Mediaset and I try to explain better my idea of trading with ATR.

  At the end of June Mediaset had a monthly ATR (6 periods) of € 0.39. On 2/7 the maximum point of the day was 2.90 and if I remove 0.39 of monthly volatility I arrive at 2.51, which is + or minus is the point from which Mediaset has had a significant rebound having macro-positive news but coincidentally also its monthly volatility exhausted (at least based on the last 6 months of trading). So with a Pro-screener starting from values ​​of ATR month (or weekly would be 24 weeks or 48 weeks if ATR monthly equal to 12 months) I would like you to highlight me the stocks or ETFs that have already covered their range of historical monthly volatility ( + or minus 5% from the absolute value, in the example Mediaset the pro-screener code had to extract the title when it was closing at 2.60 or around them for instance) and that therefore are to be monitored for a probable turnaround in the following days or to be abandoned as position (long or short). The values ​​extracted must then be monitored on the daily chart. (in practice I would like to extract the titles that have almost reached the end of the month of historical volatility and therefore have nothing left to give or almost). Thanks for the reply and for the code if it will be possible to have it. Have a nice morning Nicolas.

  

  luca1965

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  08/31/2019 at 11:33 AM #105980
  robertogozzi

  Please do NOT use the “insert code PRT” button when writing text, it’s just for code.

  Please attach screenshot using JPG or PNG files, or text files using TXT or PDF files.

  Thank you.

  ATR does not return any price, it returns a RANGE, what do you exactly want? Try to explain better what you want to achieve and what indicators you want to use.

  

  robertogozzi

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