[amibroker] Re: Smooth ATR

["trader11705" <ajnagy@xxxxxxxxxxx>]

Hello Graham,

I tried, (AMA(ATR(1),Period), but i guess thats not the way to use it
bacause i got nothing.Can you tell me what i did wrong.

_SECTION_BEGIN("Volatility Stop");
Period=9;
Vsmultiplier=2.5;
Period = Param("Period", 9);
VSmultiplier = Param("VSMultiplier", 2.5);

a = HHV(High,Period);
b = LLV(Low,Period);
aa=a-(ATR(Period)*VSmultiplier);
bb=b+(ATR(Period)*VSmultiplier);

VS = Flip(C > bb, C < aa);

Vstop=IIf(VS,aa,Null);
Vsbot=IIf(!VS,bb,Null);

Plot (Vstop,"VS",colorOrange,4);
Plot (Vsbot,"VS",colorOrange,4);
_SECTION_END();

Thanks
Andy


--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> try AMA
> 
> 
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
> 
> On 1/24/06, trader11705 <ajnagy@xxxx> wrote:
> > I am trying to get a smoothed ATR using,
> >
> > NewRange=PriorRange+(Range-PriorRange)/Parameter
> >
> > I tried using the weighted MA,  WMA(ATR(1),Period) but it isnt exactly
> > what i need. Does anyone know how to code the line above.
> >
> > Thanks,
> > Andy
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
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> >
> >
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> >
> >
> >
> >
> >
> >
> >
>






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