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ATR exponential
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=64682
Forum: 48 · Topic 64682 · 1 post(s)
ATR exponential
Alexander.Gettinger · Fri May 26, 2017 2:09 pm
Formula: ATRex[i]=Tpr+ATRex[i-1](1-pr), where pr=2/(Period+1), T[i]=Max(High[i], Close[i-1])-Min(Low[i], Close[i-1]), Period - number of periods.
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