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Scanning and ranking by ATR%

I would like to
1 - create a scan of ATR(14) divided by price to show the ATR% of selected stocks in a column in the SUMMARY.
Then I would like to
2 - rank them them by [ATR(14)/close] from HI to Utilities would be low at around 2% while juniors and 2x ETF's might be above 5-8%
How do I build than syntax to get it to show the ATR% in a column on the SUMMARY?
I would also like to create (or include) another scan which would show ATR(3) > ATR(14) identify upward expansion of volatility.
Bollinger Bands only take the close into account so range expansion prior to rising close prices doesn't get captured.
Thank you kindly.


  • You can get calculated values only by including a rank by statement. The scan engine returns symbols, not values, so the only way to see those values is by including a rank by statement in the scan. Also note that once you save the symbols to a list, the rank by values are lost.

    [group is sp500] // or whatever you want.

    rank by [ATR(14)/close]

    This seems to work even though the syntax checker says it's not syntactically correct. However, I did not verify the results.

    The second scan would go like this, and returns symbols only

    [group is sp500]

    and [ATR(3) > ATR(14)]

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