- Katılım
- 23 Eki 2020
- Mesajlar
- 1,823
Average True Range ATR
KAYNAK
BY UUFUK
ATR:
Nw:=HOUR()<>ref(HOUR(),-1);
n1:=14;
p1:=1/(n1);
H1:=ValueWhen(1,Nw,Ref(HighestSince(1,Nw,H),-1));
L1:=ValueWhen(1,Nw,Ref(LowestSince(1,Nw,L),-1));
C1:=ValueWhen(2,Nw,Ref(C,-1));
matr1:=Max(Abs(C1-H1),Abs(C1-L1));
matr:=Max(matr1,H1-L1);
nc1:=valuewhen(n1+1,nw,matr);
x1:=If(nw,(p1*matr)+(PREV-nc1*p1),PREV);
x1
BY UUFUK