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ATR with volume (VATR)
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65301
Forum: 48 · Topic 65301 · 1 post(s)
ATR with volume (VATR)
Alexander.Gettinger · Sat Oct 28, 2017 2:31 pm
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]).
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