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

["jonf" <jonf_ca@xxxx>]

Peter,
 
Thanks for this, it save some unnecessary operations 
!
 
But this doesn't answer my question, <FONT 
size=2>The formula for your TR give the same result as mine <FONT 
size=2>!
And I still don't know why atr(barNb) is differentthan 
ma(TR, barNb) ?
 
Jon. 
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Peter 
Gialames 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Tuesday, September 04, 2001 12:29 
AM
Subject: RE: [amibroker] Help with 
average true range, atr(p) != ma(tr, p) ?

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: <A 
href="">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 wantto 
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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