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Search: Posts Made By: Hulk

Forum: ThinkOrSwim

July 4th, 2015, 07:21 PM

Replies: 5

Calculating 20 day ATR

Views: 4,853

Posted By Hulk

I dont use TOS but there must be an ATR study in...

I dont use TOS but there must be an ATR study in there. You want to use the daily chart and length should be 20 to calculate a value over 20 days.

Forum: ThinkOrSwim

July 4th, 2015, 07:04 PM

Replies: 5

Calculating 20 day ATR

Views: 4,853

Posted By Hulk

Assuming ATR stands for Average Trading Range,...

Assuming ATR stands for Average Trading Range, you take the past 20 days high and low, calculate the range for each day = high-low and take a 20 period average of that range to arrive at the 20 day...

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