You can code ATR() in AFL - then you can have your way with it. Look here: http://www.investopedia.com/terms/a/atr.asp
for the formula - it's pretty simple, then input whatever data into it you want. --- In [email protected], "Tony Grimes" <[EMAIL PROTECTED]> wrote: > > There are always alternatives. I'm just showing you why this implementation > doesn't work, so you don't waste too much of your time on it. You are right, > HHVBars does return a number, but it is part of an array. ATR() is not > designed to accept an array. > > > On Tue, Sep 16, 2008 at 10:31 PM, Louis P. <[EMAIL PROTECTED]> wrote: > > > Hi, > > > > Is there any way to go around this problem, as HHVBars returns an integer > > number? > > > > Thanks, > > > > Louis > > > > 2008/9/16 Tony Grimes <[EMAIL PROTECTED]> > > > >> Easy, bar is an array, ATR() does not accept an array, has to be a > >> fixed number. > >> On Tue, Sep 16, 2008 at 9:13 PM, Louis P. <[EMAIL PROTECTED]> wrote: > >> > >>> Hi, > >>> > >>> Thank you for the explanation of a day ranger. I guess high ATR on a > >>> daily basis can lead to great intraday trading if I understand this right. > >>> > >>> So far, my understanding of the HHVBars command is that it calculates the > >>> number of bars from the latest HHV. So, logically, > >>> > >>> bar = HHVBars( C, 20 ); > >>> > >>> should mean that bar will be equal to the number of bars from the time > >>> when the close was at its highest in the lastest 20 bars. So it should be > >>> an integer number (e.g. 1, 2, 3, etc.) > >>> > >>> Then, why is > >>> > >>> ATR10 = ATR(bar); > >>> > >>> not working? > >>> > >>> I am puzzled... > >>> > >>> Thanks, > >>> > >>> Louis > >>> > >>> > >>> 2008/9/16 marketmonk777 <[EMAIL PROTECTED]> > >>> > >>>> > >>>> > >>>> > What do you mean by "day ranger"? I am looking for stocks with not > >>>> too much volatility. Maybe this is it? > >>>> ----------------------------------------------- > >>>> Day Rangers are the ones with a lot of volatility. You could scan for > >>>> low ATRPs (ATR divided by the last closing price). > >>>> > >>>> ------------------------------------------------- > >>>> I tried to include a variable in your code, but for some reason > >>>> something is wrong. Instead of ATR(10) or ATR(15) I wanted to > >>>> determine the ATR in function of the number from the HHVBars. > >>>> > >>>> So here is what I did: > >>>> bar = HHVBars( C, 20 ); > >>>> ATR10 = ATR(bar); > >>>> > >>>> Does not work, unfortunately... > >>>> ------------------------------------------------ > >>>> > >>>> I think bar is a value of the Highest Closing Price over the last 20 > >>>> periods. Not sure how to count the number of bars since but do > >>>> vaguely remember seeing some code on how to do it. > >>>> > >>>> Hopefully some kind soul can come to the rescue > >>>> > >>>> > >>> > >> > > > > >
