ATR with volume (VATR)

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ATR with volume (VATR)

Postby Alexander.Gettinger » Sat Oct 28, 2017 2:31 pm

Formulas:
VATR=Average(TR[i]*Volume[i]), where
TR - true range, TR[i]=Max(High[i]-Low[i], High[i]-Close[i-1], Close[i-1]-Low[i]).

VATR_JS.PNG


Download:
VATR_JS.jsl
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Alexander.Gettinger
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