ATANMathematical function “Arctangent” of a value.
Syntax:
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ATAN(value) |
ProRealTime documentation
AverageSimple Moving Average (MA) of N periods.
Syntax:
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1 |
Average[N](price) |
Average instruction can be extend with a second parameter under brackets to modify the arithmetic calculation of the average :
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1 |
Average[N,M](price) |
Where M can be set with any of these values, to return the specific moving average calculation:
0 = SMA
1 = EMA
2 = WMA
3 = Wilder
4 = Triangular
5 = End point
6 = Time series
7 = Hull (PRT v11 only)
8 = ZeroLag (PRT v11 only)
Technical indicator “Average True Range”, also usually named as “ATR”
Syntax:
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1 |
AverageTrueRange[N](price) |
Calculation :
This represents the volatility of a stock.
True range is the highest data in absolute value among :
(today’s high – today’s low)
(today’s high – yesterday’s close)
(today’s low – yesterday’s close)
To calculate the Average True Range, it is necessary to apply a Wilder moving average of the True Range.
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ProRealTime v10.3
BarIndexReturn the number of bars since the beginning of data loaded (in a chart in the case of a ProBuilder indicator of for a trading system in the case of ProBacktest or ProOrder)
Syntax:
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1 |
BarIndex |
Return the “Bollinger Band Width” technical indicator value.
The Bollinger band width is calculated by making the difference of the upper and lower band of the original Bollinger Band indicator. High volatility means high value of the indicator.
Syntax:
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1 |
BollingerBandWidth[N](price) |
Calculation :
Indicator = ((Boll+) – (Boll-)) / moving average
This indicator is calculated with the bollinger bands. It helps indicate if the market is in a strong trend or not.
Return value of the Lower Bollinger band technical indicator.
Syntax:
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1 |
BollingerDown[N](price) |
Calculation :
Bollinger bands are enveloppes based on a moving average and a standard deviation.
This standard deviation makes bands widen or narrow, according to market volatility. The first parameter is the number of days for the moving average. Second parameter is the standard deviation.
Return value of the Upper Bollinger band technical indicator.
Syntax:
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1 |
BollingerUp[N](price) |
Example:
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//last bar piercing the upper Bollinger Bands bollU = BollingerUp[20](close) if(Open[1]<bollU[1] AND Close[1]>bollU[1]) THEN VAR = -1 ELSE VAR = 0 ENDIF RETURN VAR as "UPPER PIERCING SIGNAL" |
Instruction forcing the exit of “FOR” loop or “WHILE” loop.
Syntax:
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1 |
BREAK |
Example:
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Value = 0 FOR i = 1 TO 20 DO IF (Close[i] < Open[i]) THEN Value = Value + 1 ELSE BREAK //we are exiting the 'FOR NEXT' loop here ENDIF NEXT RETURN Value |
