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Break Lag ATR
Source: https://fxcodebase.com/code/viewtopic.php?f=48&t=66430
Forum: 48 · Topic 66430 · 1 post(s)
Break Lag ATR
Alexander.Gettinger · Mon Aug 06, 2018 1:47 pm
Formulas: ATR[i]=ATR[i-1]+(TR[i]-TR[i-Period])/Period, where TR[i]=Max(High[i],Close[i-1])-Min(Low[i],Close[i-1]), CO[i]=Abs(Close[i-1]-Open[i-1]).
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