Re: [amibroker] Re: ATR on Closes only?, AmiBroker Email List Archive

You could do a weekly ATR based on HHV and LLV of the Closes.

Terry

-----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?

Thanks,

Erik Skyba

----- Original Message -----

From: Tomasz Janeczko

To: amibroker@xxxxxxxxxxxxxxx

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:

http://www.amibroker.com/f?atr

(see 2nd comment).

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message -----

From: ericleake

To: amibroker@xxxxxxxxxxxxxxx

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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