Average True Range Data 2 - TradeStation | futures io social day trading
futures io futures trading


Average True Range Data 2
Updated: Views / Replies:2,295 / 4
Created: by Waterstreet Attachments:1

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 
Thread Tools Search this Thread
 

Average True Range Data 2

  #1 (permalink)
Trading Apprentice
Miami FL
 
Futures Experience: Master
Platform: Matlab / Multicharts
Favorite Futures: Futures
 
Posts: 2 since Feb 2013
Thanks: 0 given, 0 received

Average True Range Data 2

i am trying to create the indicator for the ATR of data2 here is the code:

 
Code
inputs: ATRLength(14);
variables: TrueHigh2(0), TrueLow2(0),TrueRange2(0);

if Close[1]of data2 > High of data2 then
	TrueHigh2 = Close[1] of data2
else
	TrueHigh2 = High of data2  ;
	
if Close[1] of data2  < Low of data2  then 
	TrueLow2 = Close[1] of data2  
else
	TrueLow2 = Low of data2  ;
	  
TrueRange2 = TrueHigh2 - TrueLow2 ;

ATR = Average( TrueRange2, ATRLength );

but it seems to produce different results then running the ATR directly on daily bars... can anyone see anything wrong with the code?

Reply With Quote
 
  #2 (permalink)
Trading Apprentice
Miami FL
 
Futures Experience: Master
Platform: Matlab / Multicharts
Favorite Futures: Futures
 
Posts: 2 since Feb 2013
Thanks: 0 given, 0 received

i see what its doing... if you apply it to a daily chart it works fine.. its because im trying to get the daily ATR using data2 that im having the problems cause of when its trying to update the indicator.

Reply With Quote
 
  #3 (permalink)
Elite Member
Vienna Austria
 
Futures Experience: Intermediate
Platform: TradeStation, MultiCharts
Favorite Futures: Stocks, Forex
 
bobb's Avatar
 
Posts: 1 since Apr 2012
Thanks: 1 given, 1 received

ATR intraday


@Waterstreet

found this in TS Forum and it works fine for me, but it's not writen for data 2 so you must adapt it.
Shows 3 different Ranges

1. previous days lookback periode
2. previous days range
3. todays range intraday ...this what you are looking for

Hope it helps

Attached Files
Register to download File Type: eld DAILY TRUE RANGE.ELD (9.7 KB, 68 views)
Reply With Quote
The following user says Thank You to bobb for this post:
 
  #4 (permalink)
Elite Member
Switzerland
 
Futures Experience: Intermediate
Platform: Tradestation, Python
Favorite Futures: Forex
 
Posts: 8 since Aug 2014
Thanks: 1 given, 1 received

Hi, I was wondering if someone could help me with adding ATR data2 in this strategy:


 
Code
inputs: Price(      Close), FastLength(      50), SlowLength(    55), BuyLevel (25), ATRLength (14) ;
variables: FastAvg( 0 ), SlowAvg( 0 ), ATR( 0 ) ;

FastAvg = AverageFC( Price, FastLength ) ;
SlowAvg = AverageFC( Price, SlowLength ) ;


if CurrentBar > 1 and FastAvg crosses over SlowAvg and AvgTrueRange(data2, ATRLength ) < BuyLevel  then
{ CB > 1 check used to avoid spurious cross confirmation at CB = 1 }
	Buy ( "MA2CrossLE" ) next bar at market ;
I have tired something but it doesn't work.

Any help is appreciated

Thanks

Reply With Quote
 
  #5 (permalink)
Trading Apprentice
Rocky Hill + NJ/USA
 
Futures Experience: Advanced
Platform: Tradestation
Favorite Futures: Emini ES
 
Posts: 1 since Feb 2017
Thanks: 0 given, 0 received

Waterstreet and Manev,

I created an ATR of data2 by doing this:

1) First I created a new Function called ATR_D2:

Two relevant lines are in it. The key part of the new function is calling TrueRange of data2.

inputs: Length( numericsimple ) ;

ATR_D2 = Average( TrueRange of data2, Length ) ;

2) Then from wherever you want to call the new ATR_D2 (from a strategy or function or indicator):

Inside the strategy I named a variable for the ATR for data2 and called it 'ATR_d2'.

ATR_d2 = ATR_D2 (Atr_length); // of data2

Hopefully that will work for you.

Wishing you good luck.

Reply With Quote

Reply



futures io > > > > Average True Range Data 2

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Average Daily Range (ADR) cory The Elite Circle 119 March 5th, 2016 04:05 PM
AVERAGE TRUE RANGE louisville NinjaTrader 21 January 8th, 2016 09:39 AM
Average range of each BAR indicator - exist already ? For ex Eric j NinjaTrader Programming 3 April 5th, 2013 04:34 PM
IB True Data with NT Assaya Reviews of Brokers and Data Feeds 13 August 15th, 2012 04:18 PM
True No Gap Range Bars? Techfan1128 NinjaTrader Programming 18 June 6th, 2012 02:31 AM


All times are GMT -4. The time now is 04:34 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-13 in 0.09 seconds with 20 queries on phoenix via your IP 54.90.92.204