fxcodebase-backup
ATR with volume (VATR)
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=17981
Forum: 38 · Topic 17981 · 1 post(s)
ATR with volume (VATR)
Alexander.Gettinger · Tue May 08, 2012 5:04 pm
Original indicator: viewtopic.php?f=17&t=15506&p=29210
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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