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Thank you Graham for the tip. However I got impatient and decided to
write it myself. Since I wanted to be able to call it from various
places I made it a Function.
So as pennance for my sin of clogging the forum with spurious requests
, Here is the function.
function ATREH ( FO, FH, FL, FC, Pers )
{
global ATRVal, HL, PCH, PCL, HiHi;
HL = FH - FL ; PCH = abs(Ref(FC, -1) - FH) ; PCL = abs(Ref(FC, -1) -
FL) ;
EMAPrc = (FO + FH + FL + FC ) / 4 ;
EMA50 = EMA(EMAPrc, 50 ) ;
HLHigh = IIf(HL > PCH AND HL > PCL, HL, -1 );
PCHHigh = IIf(PCH > HL AND PCH > PCL, PCH, -1 );
PCLHigh = IIf(PCL > HL AND PCL > PCH, PCL, -1 );
HiHi = IIf(HLHigh >= 0, HLHigh, IIf(PCHHigh >= 0, PCHHigh,
IIf(PCLHigh >= 0, PCLHigh, 0 )));
ATRVal = 100 * MA(HiHi, Pers) / EMA50 ;
}
Which can be called by
ATREH ( XLEOpen, XLEHigh, XLELow, XLEClose, ATRPers ) ;
the result (in percent) is the ATRVal, which is passed out as a global
variable.
Sorry,
Ed Hoopes aka ReefBreak
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> ATR is based on 3 price arrays C,H,L so a single array would not be
any use
> in the function
> Just use the aTR inside a setforiegn / restorepricearrays zone in
the AFL
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
>
> On 27/11/06, Ed Hoopes <reefbreak_sd@xxx> wrote:
> >
> > I would like to use the ATR() function on a 'Foreign' stock - so I
> > can calculate the volatility of - say SPY, but use that ATR value in
> > calculating an indicator on some other security.
> >
> > For example, there are 2 forms of RSI - RSI(Pers) and RSIa(Array,
Pers).
> >
> > Does anyone have a similar ATR function - say ATR(Array, Pers) ?
> >
> > Thanks,
> >
> > ReefBreak
> >
> >
> >
> >
> >
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>
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