RE: [amibroker] Help with average true range, atr(p) != ma(tr, p) ?

["Peter Gialames" <investor@xxxx>]

A shortcut to finding the True Range 
is:TR = max(High, <SPAN 
class=151202604-04092001>ref(Close<SPAN 
class=151202604-04092001>,-1)) - min(Low, <SPAN 
class=151202604-04092001>ref(Close<SPAN 
class=151202604-04092001>,-1)) ... if you 
consider this a shortcut ?)FWIW,Peter 
Gialames

<FONT face=Tahoma 
size=2>-----Original Message-----From: jonf 
[mailto:jonf_ca@xxxx]Sent: Monday, September 03, 2001 10:55 
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]Help 
with average true range, atr(p) != ma(tr, p) ?

Dear trader !
I like to build a modified version of atr(), but before this, I want to be 
sure that I have the correct formula for average true range. The following 
code:
graphXspace = 2; barNb = 14;Cy = ref(C, 
-1); // Close of yesterdaytr = max(H-L, max( abs(Cy-L), abs(Cy-H) )); // 
True Rangegraph0 = atr(barNb); graph1 = ma(tr, barNb);
show AmiBroker atr() in graph0 and a AFL recalculation in graph1 !. The 2 
graph doesn't superimpose, can someone tell me if my formula is wrong ? or 
there is a problem with the AFL atr() function ?
Thanks for any help !
Jon
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