Newbie question about ATR

November 11th, 2014, 11:57 AM

Hi,

I'm creating an indicator that calculates the 10 day ATR + 30 day ATR divided by 2.

However, when I apply it to my chart, it gives the ATR of the last 10 (30) sessions (minute bars).

How do I specify that I don't want it to be the last 10 (30) minute bars but rather the last 10 (30) day bars?

EDIT: this should actually be in the ninjascript subforum, can anyone move it please?

Kind regards

November 11th, 2014, 03:13 PM

Is your chart showing 30min bars?

Could you post some of your code?

You need to make sure the dataseries that the ATR is working on is set to Day.
So, either you need to make sure your chart is showing Days or add a new series in your indicator that establishes Day data.

November 11th, 2014, 03:30 PM

EnsoTrader

Is your chart showing 30min bars?

Could you post some of your code?

You need to make sure the dataseries that the ATR is working on is set to Day.
So, either you need to make sure your chart is showing Days or add a new series in your indicator that establishes Day data.

So I have this code:

protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "A"));
Overlay = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{
A.Set(0.10*(ATR(10)[0]+ATR(30)[0])/2);
}

And I want my chart to show minutes. How do I add a new series?

November 11th, 2014, 03:57 PM

You have to calculate your indicator in secand dataseries (day data)

Try this:

Code

protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "A"));
Add(PeriodType.Day, 1);
Overlay = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

if (BarsInProgress == 1) 
{
A.Set(0.10*(ATR(10)[0]+ATR(30)[0])/2);
}

}

November 11th, 2014, 05:29 PM

damerci

You have to calculate your indicator in secand dataseries (day data)

Try this:

Code

protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "A"));
Add(PeriodType.Day, 1);
Overlay = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

if (BarsInProgress == 1) 
{
A.Set(0.10*(ATR(10)[0]+ATR(30)[0])/2);
}

}

This only shows the graph when I switch to day period, when I'm on minute period it doesn't show anything. Do I need to store the ATR value of each month or something?

I need to calculate the ATR values on the day series but want to use it in the minute series...

November 12th, 2014, 02:14 PM

Try this:

Code

protected override void Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "A"));
Add(PeriodType.Day, 1);
Overlay = false;
}

/// <summary>
/// Called on each bar update event (incoming tick)
/// </summary>
protected override void OnBarUpdate()
{

	if ( CurrentBars[1] < BarsRequired )
		return;
			
	A.Set( (ATR(BarsArray[1], 10)[0] + ATR(BarsArray[1], 30)[0]) / 2 );

}

Newbie question about ATR

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Newbie question about ATR