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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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