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PureBytes Links
Trading Reference Links
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You can code ATR() in AFL - then you can have your way with it.
Look here: http://www.investopedia.com/terms/a/atr.asp
for the formula - it's pretty simple, then input whatever data into it
you want.
--- In amibroker@xxxxxxxxxxxxxxx, "Tony Grimes" <Tonez.Email@xxx> wrote:
>
> There are always alternatives. I'm just showing you why this
implementation
> doesn't work, so you don't waste too much of your time on it. You
are right,
> HHVBars does return a number, but it is part of an array. ATR() is not
> designed to accept an array.
>
>
> On Tue, Sep 16, 2008 at 10:31 PM, Louis P. <rockprog80@xxx> wrote:
>
> > Hi,
> >
> > Is there any way to go around this problem, as HHVBars returns an
integer
> > number?
> >
> > Thanks,
> >
> > Louis
> >
> > 2008/9/16 Tony Grimes <Tonez.Email@xxx>
> >
> >> Easy, bar is an array, ATR() does not accept an array, has to be a
> >> fixed number.
> >> On Tue, Sep 16, 2008 at 9:13 PM, Louis P. <rockprog80@xxx> wrote:
> >>
> >>> Hi,
> >>>
> >>> Thank you for the explanation of a day ranger. I guess high ATR
on a
> >>> daily basis can lead to great intraday trading if I understand
this right.
> >>>
> >>> So far, my understanding of the HHVBars command is that it
calculates the
> >>> number of bars from the latest HHV. So, logically,
> >>>
> >>> bar = HHVBars( C, 20 );
> >>>
> >>> should mean that bar will be equal to the number of bars from
the time
> >>> when the close was at its highest in the lastest 20 bars. So it
should be
> >>> an integer number (e.g. 1, 2, 3, etc.)
> >>>
> >>> Then, why is
> >>>
> >>> ATR10 = ATR(bar);
> >>>
> >>> not working?
> >>>
> >>> I am puzzled...
> >>>
> >>> Thanks,
> >>>
> >>> Louis
> >>>
> >>>
> >>> 2008/9/16 marketmonk777 <RedEyes777@xxx>
> >>>
> >>>>
> >>>>
> >>>> > What do you mean by "day ranger"? I am looking for stocks
with not
> >>>> too much volatility. Maybe this is it?
> >>>> -----------------------------------------------
> >>>> Day Rangers are the ones with a lot of volatility. You could
scan for
> >>>> low ATRPs (ATR divided by the last closing price).
> >>>>
> >>>> -------------------------------------------------
> >>>> I tried to include a variable in your code, but for some reason
> >>>> something is wrong. Instead of ATR(10) or ATR(15) I wanted to
> >>>> determine the ATR in function of the number from the HHVBars.
> >>>>
> >>>> So here is what I did:
> >>>> bar = HHVBars( C, 20 );
> >>>> ATR10 = ATR(bar);
> >>>>
> >>>> Does not work, unfortunately...
> >>>> ------------------------------------------------
> >>>>
> >>>> I think bar is a value of the Highest Closing Price over the
last 20
> >>>> periods. Not sure how to count the number of bars since but do
> >>>> vaguely remember seeing some code on how to do it.
> >>>>
> >>>> Hopefully some kind soul can come to the rescue
> >>>>
> >>>>
> >>>
> >>
> >
> >
>
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