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Re: [amibroker] ATR - whats wrong ?



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Atr uses WILDERS smoothing, not simple smoothing as you coded.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
Sent: Sunday, January 13, 2008 10:19 PM
Subject: [amibroker] ATR - whats wrong ?

I want to write ATR step by step. I write code:

##########################
num=2;

ATR1=ATR(1);
ATRNUM=ATR(num);

a1=High-Low;
a2=abs(High-Ref(Close, -1));
a3=abs(Low-Ref(Close, -1));
MYATR1=Max(a1, Max(a2, a3));

MYATRNUM=0;
for( i = 1; i < BarCount; i++ )
{
    x=0;
    for (j=1; j <= num; j++)
    {
        x = x + MYATR1[i-num+j];
    }
    MYATRNUM[i]=x/num;
}

Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle | ParamStyle("Style") | GetPriceStyle() );
_N(Title = StrFormat("{{NAME}} - {{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g, Close %g (%.1f%%) {{VALUES}}", O, H, L, C, SelectedValue( ROC( C, 1 ) ) ));
_N(Title = Title + "\n"+ "num: " + NumToStr(num,1.2,False));
_N(Title = Title + "\n"+ "ATR(1): " + NumToStr(ATR1,1.2,False));
_N(Title = Title + "  "+ "ATR(num): " + NumToStr(ATRNUM,1.2,False));
_N(Title = Title + "\n"+ "(MY)ATR(1): " + NumToStr(MYATR1,1.2,False));
_N(Title = Title + "  "+ "(MY)ATR(num): " + NumToStr(MYATRNUM,1.2,False));
###########################


What wrong with MYATRNUM ? ATRNUM and MYATRNUM are different. Could anybody help me with that ?


Regards


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