fxcodebase-backup
Average Percentage True Range
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=64680
Forum: 48 · Topic 64680 · 1 post(s)
Average Percentage True Range
Alexander.Gettinger · Fri May 26, 2017 2:05 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: