Here is one to fool around with. Put an EMA on it
or watch for cross of zero. I think something similar was in the old Livewire
software. Called "On Balance True Range." If anyone finds a good use for it let
us know.
Cum( If( C, >, Ref(C,-1),
+ ATR(3) , If( C, <,
Ref(C,-1), -ATR(3), 0) ))
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