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Partner 728x90
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NinjaTrader
ATR indicator average type
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X
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Hi zeeee,
No, the ATR is calculated with traditional methods described here - http://stockcharts.com/help/doku.php...e_true_range_a
Here's the code used by NinjaTrader:
Code:double trueRange = High[0] - Low[0]; trueRange = Math.Max(Math.Abs(Low[0] - Close[1]), Math.Max(trueRange, Math.Abs(High[0] - Close[1]))); Value.Set(((Math.Min(CurrentBar + 1, Period) - 1 ) * Value[1] + trueRange) / Math.Min(CurrentBar + 1, Period));
TimNinjaTrader Customer Service
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