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You could do a weekly ATR based on HHV
and LLV of the Closes.
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Erik Skyba
Sent: Friday, April 28, 2006 16:23
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: ATR
on Closes only?
Tomaz, but how does AB
calculate TR when O,H,L,C are all recognized as C with mutual funds within AB?
----- Original Message -----
Sent: Thursday,
April 27, 2006 2:04 PM
Subject: Re:
[amibroker] Re: ATR on Closes only?
Your question is answered in the help file:
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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