fxcodebase-backup
Average Percentage True Range
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=65904
Forum: 48 · Topic 65904 · 1 post(s)
Average Percentage True Range
Alexander.Gettinger · Wed Apr 11, 2018 1:57 pm
Formula: APTR = MVA(PTR) with [Period] number of periods, PTR - maximum value for S1, S2, S3, where S1 = 2(High[i]-Low[i])/(High[i]+Low[i]), S2 = 2(High[i]-Close[i-1])/(High[i]+Close[i-1]), S3 = 2(Low[i]-Close[i-1])/(3Low[i]-Close[i-1]).
Download: