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ATR with volume (VATR)
Source: https://fxcodebase.com/code/viewtopic.php?f=17&t=15506
Forum: 17 · Topic 15506 · 5 post(s)
ATR with volume (VATR)
Alexander.Gettinger · Mon Apr 02, 2012 9:57 am
Formulas: VATR=Average(TR[i]*Volume[i]), where TR - true range, TR[i]=Max(High[i]-Low[i], High[i]-Close[i-1], Close[i-1]-Low[i]).
Download:
The indicator was revised and updated
Re: ATR with volume (VATR)
Alexander.Gettinger · Tue May 08, 2012 5:22 pm
MQL4 version of indicator: viewtopic.php?f=38&t=17981
Re: ATR with volume (VATR)
Jeffreyvnlk · Wed Oct 31, 2012 1:22 pm
seems nice indicator but could you explain the idea behind it. ATR + volume ?
Re: ATR with volume (VATR)
Apprentice · Thu Nov 01, 2012 3:02 am
This is a simplified formula. VATR = AVG of (TrueRange * volume ) ATR = AVG of TrueRange
The difference between these two versions. VATR giving greater weight to price differences on High Volume.
Re: ATR with volume (VATR)
Apprentice · Mon Apr 17, 2017 7:07 am
Indicator was revised and updated.