Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=66883
Forum: 17 · Topic 66883 · 1 post(s)
Apprentice · Fri Nov 02, 2018 1:36 pm
Open=Close[1]; Close=Open+(close -Open)/(ATRMultiplier); High=Open+(high -Open)/(ATRMultiplier); Low=Open+(low -Open)/(ATR*Multiplier);
Various alternative adjustments instead of ATR can be applied. (Deviation, Moving averages, Channel percentage…)