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Hi,
I'm trying to build two indicators which calculate the 30 period MA
of the (1)ATR of the first 3 hours of the trading day and then the
(2)ATR of the rest of the hours of the trading day.
I'm using hourly bars.
Can I do this without loops?
I was thinking in using something like (assuming market opens at 7):
First3=IIF(hour()<10, atr(1),null); // this array holds the atr of
the first three hours
Restofday=IIF(hour()>=10,atr(1),null); // this array holds the atr
of rest of the hours
atravg3=ma(firsttwoh,30); //calculates the 30 period average of the
atr obtained during the first three hours
atrmovaveragerR=ma(restofday,30);
The problem with this approach is that the first3 array is filled
with numbers (atr) when I'm at the first three hours of the trading
day, and nulls after that.
Then the moving average will be calculated on both the numbers and
the nulls.
Is there any way to change this, so that the average uses only the
number, and discards the nulls.
thanks very much
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