|
Hello,
Your question is answered in the help file:
(see 2nd comment).
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Thursday, April 27, 2006 7:30
PM
Subject: [amibroker] Re: ATR on Closes
only?
Thanks Tim-
That doesn't quite do it. The problem is I am
using ATR() with
mutual funds, and am now applying the same model to
indexes. The
indexes have H,L data which the mutual funds do not. I am
getting
wildly different results (100's of trades versus 10's) with the
indexes versus the funds.
Anyone know how AB calculates ATR? In
looking at the original
formula from Wilder, there are a few ways of going
about it. I would
like to be able to duplicate AB's ATR function while
only
referrencing "Close" in the calculation.
-eric.
--- In
amibroker@xxxxxxxxxxxxxxx, Tim Gadd <timgadd@xxx> wrote:
>
>
Eric,
>
> If i understand your question, wouldn't
>
> abs(MA(Roc(c, 1), x));
>
> give you the average range
between bar-to-bar closing
> prices (regardless of up or down) for
period x?
>
> Tim
>
> --- ericleake
<eleake@xxx> wrote:
>
> > Can anyone think of a way to
use the ATR function on
> > just the Close
> > array,
instead of examining H and L ?
> >
> > Thanks!
> >
-Eric
> >
> >
> >
> >
>
>
> __________________________________________________
> Do You
Yahoo!?
> Tired of spam? Yahoo! Mail has the best spam protection
around
> http://mail.yahoo.com
>
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
SPONSORED LINKS
YAHOO! GROUPS LINKS
|