[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Multiple Time Frame ATR on Futures - Help Please



PureBytes Links

Trading Reference Links

I was trying to calculate ATR for multiple time frames.  I expected 
the code to produce ATR's of different magnitudes across the chart 
history (I am using IB plugin to generate futures data history).  
The minute time frame worked as expected.  The hour and day ATR's 
were varying a great deal minute to minute and only being calculated 
on the last day of the history.  An unexpected result and I can't 
see what I don't see.

Thank you for your time, interest and help.  There is a screen shot 
of what my computer generates in Photos, MikeMann Album, MTFATR.

Thanks again,

Mike


_SECTION_BEGIN("MultipleTimeFrameATR");

TimeFrameSet(in1Minute);
ATRM=ATR(5);
TimeFrameRestore();

TimeFrameSet(inHourly);
ATRH=ATR(5);
TimeFrameRestore();

TimeFrameSet(inDaily);
ATRD=ATR(5);
TimeFrameRestore();

Plot(ATRM,"ATRMinute",colorBrightGreen,512);
Plot(ATRH,"ATRMinute",colorBlue,512);
Plot(ATRD,"ATRDaily",colorViolet,512);

_SECTION_END();





------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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:
http://www.amibroker.com/support.html

 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/