ATR[i]=ATR[i-1]+(TR[i]-TR[i-Period])/Period, where
TR[i]=Max(High[i],Close[i-1])-Min(Low[i],Close[i-1]),
CO[i]=Abs(Close[i-1]-Open[i-1]).
Download:
Break_Lag_ATR_JS.jsl- (2.48 KiB) Downloaded 443 times
Break Lag ATR
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Break Lag ATR
by Alexander.Gettinger » Mon Aug 06, 2018 1:47 pm
Formulas:
ATR[i]=ATR[i-1]+(TR[i]-TR[i-Period])/Period, where
TR[i]=Max(High[i],Close[i-1])-Min(Low[i],Close[i-1]),
CO[i]=Abs(Close[i-1]-Open[i-1]).
Download:
ATR[i]=ATR[i-1]+(TR[i]-TR[i-Period])/Period, where
TR[i]=Max(High[i],Close[i-1])-Min(Low[i],Close[i-1]),
CO[i]=Abs(Close[i-1]-Open[i-1]).
Download:
- Alexander.Gettinger
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