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Tomaz, but how does AB calculate TR
when O,H,L,C are all recognized as C with mutual funds within AB?
Thanks,
Erik Skyba
----- Original Message -----
Sent: Thursday, April 27, 2006 2:04
PM
Subject: Re: [amibroker] Re: ATR on
Closes only?
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
> >
> >
> >
> >
>
>
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