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Average True Range Data 2
Updated: Views / Replies:3,872 / 4
Created: by Waterstreet Attachments:1

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Average True Range Data 2

Miami FL
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:

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

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

Miami FL
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.

Vienna Austria
Trading Experience: Intermediate
Platform: TradeStation, MultiCharts
Favorite Futures: Stocks, Forex
bobb's Avatar
Posts: 2 since Apr 2012
Thanks: 1 given, 1 received

ATR intraday


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, 81 views)
The following user says Thank You to bobb for this post:
Trading Experience: Intermediate
Platform: Tradestation, Python
Favorite Futures: Forex
Posts: 12 since Aug 2014
Thanks: 2 given, 1 received

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

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


Rocky Hill + NJ/USA
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.


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