Where To Get FREE ATR Data?

theghost

Junior member
17 1
Hello all.
I'm looking to get ATR data for a small list of indices & forex crosses, oh, & a couple of commodities :)

Now I'm not talking about ATR indicators on charts, it's not chart data I'm looking for.
I need something like a free online portfolio that has a ATR (average true range) column as well.
This is so I can insert my 'top 20 list' into it, & look each day at the Average True range for them in 1 go, & maybe copy/paste into excel.
List would be:
FTES 100 Index, DAX, DOW, CAC,,,, GOLD, SILVER,, FX Majors etc

Does anybody know where I can get this?
I've tried Google Finance (NO ATR), ADVFN, DIGITAL LOOK, INVESTOR EASE, PRO-REALTIME (On their lists section),, none of the above have ATR columns!
Even Yahoo doesn't!!!!
They all seem to have FREE portfolios, but none have a ATR column for EOD!

Am I missing something here?
Surely there must be someway of getting this data online in a list for free?
Average True Range (ATR14) isn't so unusual is it?

If anybody can advise, I'd be really grateful
Best regards
TheGhost
## Just to add, even sharescope Gold package (A pay for package) doesn't give you ATR data! You have to buy the Plus edition :-(

Come on guys, there must be a way to get this online for free?
 
Last edited:

RichardDale

Active member
117 0
Why not get a cheap analysis package such as AmiBroker and you can create any manner of reports yourself.

If you do not have the funds to do that, perhaps it's time to consider whether you have sufficient capital to trade.

If you don't, that's OK, and you can consider free alternatives while you build up your capital base. Maybe also consider FCharts SE (which is free) butI'm not sure of its scanning capabilities.

A further alternative would be to download free index data in CSV format from Yahoo each day and calculate your own ATR (the algorithm is fairly easy).
 

offthelip

Newbie
4 0
Why not get a cheap analysis package such as AmiBroker and you can create any manner of reports yourself.

If you do not have the funds to do that, perhaps it's time to consider whether you have sufficient capital to trade.

If you don't, that's OK, and you can consider free alternatives while you build up your capital base. Maybe also consider FCharts SE (which is free) butI'm not sure of its scanning capabilities.

A further alternative would be to download free index data in CSV format from Yahoo each day and calculate your own ATR (the algorithm is fairly easy).
There is an easy and free solution, which is to use the "Screener" facility in ProRealtime but don't put any criteria in , so you get the whole list with the screening parameter shown as the criteria. the code for the screener is very easy it is:
Avtfx=AverageTrueRange[14](Close)
Screener(Avtfx)
An account with Prorealtime is free for EOD data you just need to register. they have a great charting package.
 

theghost

Junior member
17 1
Why not get a cheap analysis package such as AmiBroker and you can create any manner of reports yourself.

If you do not have the funds to do that, perhaps it's time to consider whether you have sufficient capital to trade.

If you don't, that's OK, and you can consider free alternatives while you build up your capital base. Maybe also consider FCharts SE (which is free) butI'm not sure of its scanning capabilities.

A further alternative would be to download free index data in CSV format from Yahoo each day and calculate your own ATR (the algorithm is fairly easy).
Thanks for your reply Richard, I always appreciate feedback,
That said :).................
I'm not sure if you read my post as I intended it to purvey;

I'm not looking for a charting solution,
Most charting packages have ATR on them.
You mention "download data from Yahoo and calculate your own ATR"
Again,
This isn't what my post was requesting, & I mentioned that about yahoo & many other data providers.

What I was/am looking for is a FREE solution to create a watch list as I mentioned originally, that has a column for ATR.
I want to go t it each morning & look at the daily ranges.
The nearest I found was this website;

Forex Volatility

Which is excellent,,,
but if only I could custom this idea into an online portfolio that included commodities & indices.

So thanks again for your reply Richard,
but Yahoo & charting software isn't what I'm looking for, sorry.
But seriously, thanks anyway
best Regards
The Ghost
 
Last edited:

theghost

Junior member
17 1
There is an easy and free solution, which is to use the "Screener" facility in ProRealtime but don't put any criteria in , so you get the whole list with the screening parameter shown as the criteria. the code for the screener is very easy it is:
Avtfx=AverageTrueRange[14](Close)
Screener(Avtfx)
An account with Prorealtime is free for EOD data you just need to register. they have a great charting package.
Many thanks offthelip,,,
Yes, it's close,,,
Problem is it only allows you use / display 1 list at a time,, IE lists pre-configured within ProRealTime.
IE, it will only list FX pairs,,
Indices would have to display in another list.

It seems you have to buy the premium package to combine lists into a 'Custom List' of your choosing.

Many thanks again.
I still feel that out there there must be a website you can create a portfolio of stocks, indices, FX, commodities that has a ATR column, FREE in EOD data,,,
Not a full blown charting package,
Just a website that allows you to create you own portfolio (With ATR column).

Seems like mission impossible.

Just to add, maybe my reply to Richards answer seems a little harsh in hindsight;
but I don't want/can't download a package like AmiBroker & look at configuring custom APIs etc.
I just want a K.I.S.S (Keep It Simple Stupid) answer.......
IE
1. Go to a website
2. LogIn
3. Display my custom Portfolio
4. View FX/Indices/Commodities that I have chosen
& view there EOD ATR data.
MISSION IMPOSSIBLE!!! :)

Thanks again OffTheLip
Best regards
TheGhost
 

theghost

Junior member
17 1
Why not get a cheap analysis package such as AmiBroker and you can create any manner of reports yourself.

If you do not have the funds to do that, perhaps it's time to consider whether you have sufficient capital to trade.

If you don't, that's OK, and you can consider free alternatives while you build up your capital base. Maybe also consider FCharts SE (which is free) butI'm not sure of its scanning capabilities.

A further alternative would be to download free index data in CSV format from Yahoo each day and calculate your own ATR (the algorithm is fairly easy).
Just to add to Richards reply to Downloading YAHOO Data;
I did look here;
Invest Excel -
It has a 'Bulk Downloader Spreadsheet'
Again, not what I'm looking for.
It does part of the job.
Won't download FX,
I would still need to export what it downloads into another sheet to calc ATR etc....

Really, I feel I need an online portfolio,, I'm sure this is the answer, if I knew where there was 1 that supports ATR data within it's columns! :)

Best regards
The Ghost
 

theghost

Junior member
17 1
Just to add to Richards reply to Downloading YAHOO Data;
I did look here;
Invest Excel -
It has a 'Bulk Downloader Spreadsheet'
Again, not what I'm looking for.
It does part of the job.
Won't download FX,
I would still need to export what it downloads into another sheet to calc ATR etc....

Really, I feel I need an online portfolio,, I'm sure this is the answer, if I knew where there was 1 that supports ATR data within it's columns! :)

Best regards
The Ghost
I've come up with a solution here that I feel is best for my needs now;
(That said; if anybody can find/know of an online portfolio with ATR data I'm still all ears) :)
I decided to create a custom template within my charting package that my online broker provides.
Several reasons for this, but here's a rough outline as to the attached image;

1. I have inserted 2 ATRs for each chart.
2. Charts configured for daily data.
3. It instantly displays the ATR figures.
I haven't timed myself yet, but I'm sure I can type the 2 ATR figures into excel for all the charts in say what? 3 minutes?
This layout also gives me a good overview of directions etc of instruments.
This actually isn't a compromise to what I posted for on the forum; I feel it is a great solution.
As a note; I'm using 2 ATR figures as I want to see if the shorter (5period ATR) is contracting or expanding compared to it's 14 period counterpart.
IE, if the 5 period ATR is say 10pts less than it's 14 period ATR, I would be more conservative in it's daily range (IE more skewed towards the 5 period reading) as an approximate estimate in the TODAY's daily range.
I know this is a bit raw, but trading as most people know isn't an exact science.

I decided to do it today, as Euro markets closed, so a bit flat out there.

Maybe it might be something others might consider doing IF they don't follow too many markets, & are interested in ATR data.

Many thanks again for everyone's replies, it is very much appreciated.
& to add again :)
"If anybody does know of a FREE online portfolio service that includes ATR data I'd be very interested to see it!":)

Best Regards
TheGhost
 

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