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Of course you could just write it like this as well
gkATR = Max( H-L, Max( abs(L-Ref(C,-1)), abs(H-Ref(C,-1)) ));
--
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@xxxxxxxxx> wrote:
>
> 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
> > >
> > >
> > >
> > >
> >
>
>
>
>
> 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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