The PTATR scan is as follows:
float av, pt, sf;
float cl, ATR89, tr,MA89Cl;
integer tbar,bar; Set ROC = 34;
DaysToLoad=500;
DaysRequired=100;
tbar:= 0;
av := MovAvg(tbar,34,vol);
sf := sharesfloat;
if close(0)>4 and vol(0)>85000 then
if sf > 0 then
pt := av/sf/1000/1000; // float is in mil shares
if pt >= .028 then // print both vols in thousands
ATR89:= 0; // initially set it to zero for each symbol
for bar = tbar-88 to tbar do // 89 values; don't need to specify step // 1 because it is the default
cl:= close(bar-1); // close(-88) to start
tr:= range(bar); // the usual case, no gap
if cl > high(bar) then //down
tr:= cl - low(bar);
else
if cl < low(bar) then //up
tr:= high(bar) - cl;
endif;
endif;
ATR89:= ATR89 + tr; // add tr to previous value
next bar;
ATR89:= ATR89/89; // divide the sum by 89
MA89Cl:=movavg(tbar,89,cl);
if ATR89/MA89Cl*100>5.75 then
println symbol:-7,",",description;
endif;
endif;
endif;
endif;
You can find this and some other scans at the QP site. Go to "support" and then look for the "Sample QP2 scan" link.
Mikeman |
