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ATR using WMA instead of SMA


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ATR using WMA instead of SMA

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  #1 (permalink)
gurji
Miami, Florida
 
 
Posts: 25 since Apr 2022
Thanks: 1 given, 8 received

I have been trying unsuccessfully in getting the ATR calculated using WMA in easylanguage/tradestation. Their built in ATR study uses the SMA method, and that's it. No way to change it that I can tell.
Anyone know how to adjust this?

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 syswizard 
Philadelphia PA
 
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Code
{ Weighted Average ATR
Reguested by gurji on 9/14/2022
}
inputs: Len( numericsimple ) ;

_szATR_WMA = WAverage( TrueRange, Len ) ;
Function was named _szATR_WMA.
You may rename it and re-compile.

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gurji
Miami, Florida
 
 
Posts: 25 since Apr 2022
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Awesome thanks! Since I have your attention, do you know which function or any way to get it based on the RMA like tradingview uses?

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kls06541
New York
 
 
Posts: 13 since Aug 2022
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Why is WMA better than SMA?

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  #5 (permalink)
gurji
Miami, Florida
 
 
Posts: 25 since Apr 2022
Thanks: 1 given, 8 received


kls06541 View Post
Why is WMA better than SMA?

Sent using the futures.io mobile app

In the strategy I am using, WMA produces better results than SMA.
But after further testing, I found that RMA is even better. So now I am trying to find a function for RMA, but I don't see it there.

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Last Updated on September 15, 2022


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