ATR with Volume=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]).
Download:
ATR_with_Volume_JS.jsl- (2.69 KiB) Downloaded 423 times
ATR with volume
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ATR with volume
by Alexander.Gettinger » Sat Mar 30, 2019 11:07 am
Formulas:
ATR with Volume=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]).
Download:
ATR with Volume=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]).
Download:
- Alexander.Gettinger
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