Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=68468
Forum: 17 · Topic 68468 · 5 post(s)
Apprentice · Thu May 16, 2019 5:55 am

Based on request. viewtopic.php?f=27&t=68459
7510109079 · Fri May 17, 2019 6:42 am
Nicely done Apprentice!
Can I ask how is the ADR % calculated? i.e. what is it a percentage of?
thx
Apprentice · Fri May 17, 2019 8:00 am
ADR is the average of Range The range is calculated as high -low
7510109079 · Fri May 17, 2019 9:07 am
But the actual percentage amount at the beginning. How is that calculated? Am i correct saying it is the percentage of the current days move compared to the 20 period ADR?
Apprentice · Sun May 19, 2019 4:13 am
rate = val * d1_source:pipSize() / ((day10_value + day20_value) / 2);