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ATR by candlestick type

jayvee · 2020-03-02T23:35:55+00:00

Hi, was wondering if someone could help please. Is it possible to code the atr by candlestick type e.g. for the past 10 bars, only calculate the atr for green bars?

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ATR by candlestick type

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03/03/2020 at 12:35 AM #121021 quote

jayvee
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Hi, was wondering if someone could help please. Is it possible to code the atr by candlestick type e.g. for the past 10 bars, only calculate the atr for green bars?

03/03/2020 at 1:40 AM #121023 quote
robertogozzi
Moderator

Legend
There you go:
```
// Calculation of ATR
p       = 10
Bullish = close >  open
MyTR = max(Range,max(abs(high - close[1]),abs(low - close[1])))
IF BarIndex < p THEN
   IF Bullish THEN
      MyATR = MyTR
   ELSE
      MyATR = MyATR[1]
   ENDIF
ELSE
   IF Bullish THEN
      MyATR = ((MyATR[1] * (p - 1)) + MyTR) / p
   ELSE
      MyATR = MyATR[1]
   ENDIF
ENDIF
RETURN MyATR AS "Atr"
```
jayvee and Paul thanked this post
03/03/2020 at 11:45 AM #121050 quote

jayvee
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Thank you Roberto – you are great!
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ATR by candlestick type

ProOrder: Automated Strategies & Backtesting

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jayvee @jayvee Participant

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This topic contains 2 replies,
has 2 voices, and was last updated by jayvee
6 years, 7 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	03/03/2020
Status:	Active
Attachments:	No files

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ATR by candlestick type

Stuck on this ProBuilder code?

ATR by candlestick type ProOrder: Automated Strategies & Backtesting

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ATR by candlestick type

ProOrder: Automated Strategies & Backtesting