Atr - page 4

 

ATR Indicator (Exclude Weekend Data)

As I am in the middle of changing my charting platform from Alpari MT4 to FXCM MT4, due to FXCM MT4 got weekend data (time zone: GMT), I have created one ATR indicator which exclude weekend data from calculation.

I am not sure whether the code is optimized enough, but it works.

I do not test the indicator in the MT4 where timezone is other than GMT and GMT+2.

If any expert here spots something here, please help me to fix or feedback to me. Thanks

 
clc4x:
As I am in the middle of changing my charting platform from Alpari MT4 to FXCM MT4, due to FXCM MT4 got weekend data (time zone: GMT), I have created one ATR indicator which exclude weekend data from calculation.

I am not sure whether the code is optimized enough, but it works.

I do not test the indicator in the MT4 where timezone is other than GMT and GMT+2.

If any expert here spots something here, please help me to fix or feedback to me. Thanks

I have updated the ATR indicator to fix some minor bugs.

 

ATR, please add two lines in this indicator

please let someone can add two moving average on this indicator atr.

It is to add these two averages calculated as flooded in the file.

one of the low points, and the other the difference between the two ..

atr_custom.pdf

Files:
atr_custom.pdf  18 kb
 
dr.feelgood1989:
please let someone can add two moving average on this indicator atr.

It is to add these two averages calculated as flooded in the file.

one of the low points, and the other the difference between the two ..

atr_custom.pdf

dr.feelgood1989

One of the averages on that picture is a and average applied to atr. The other (the "point low atr"is not that simple to guess how it is calculated. Do you happen to have the math of the "point low atr" average?

 

Mladen no ... I do not know how to calculate the points "low" ....

It was just my intuition technique ... to locate the "increases volatility" in relation to those of the past in the graph.

 
dr.feelgood1989:
Mladen no ... I do not know how to calculate the points "low" .... It was just my intuition technique ... to locate the "increases volatility" in relation to those of the past in the graph.

Will try to figure out something, but really can not promise anything (so far haven't figured out how to combine low points and averages)

 

I came up with an idea:

-use as reference 14 ATR (with 100 moving average sma).

-but the "low point" is calculated on a ATR13, applying to this a 2 periods moving average (smma) and get a "crossover" which can be "anticipated" with the shift system of 2 points (the moving average from 2 periods).

Got the point of intersection (atr13, MA2 ' + shift 2) are taken into account only those (a cross) that are under the line of 100sma (applied to 14 atr).

You will not have the perfection but a good solution.I hope we can translate it into computer language.

eurus.pdf

Files:
eurus.pdf  16 kb
 
dr.feelgood1989:
I came up with an idea:

-use as reference 14 ATR (with 100 moving average sma).

-but the "low point" is calculated on a ATR13, applying to this a 2 periods moving average (smma) and get a "crossover" which can be "anticipated" with the shift system of 2 points (the moving average from 2 periods).

Got the point of intersection (atr13, MA2 ' + shift 2) are taken into account only those (a cross) that are under the line of 100sma (applied to 14 atr).

You will not have the perfection but a good solution.I hope we can translate it into computer language.

eurus.pdf

dr.feelgood1989

Here is one version that calculates 2 averages : one regular (green ion chart) and lowest one for some period (orange on the chart). Calculating average of the lowest points would need a prediction at some point and the is not possible

Files:
atr__ma.mq4  3 kb
 

great job mladen.

Thanks.

 

gcgman

The idea of putting ATR5 and MA13 together is a great idea, as far as I can see from the picture you attached. I wonder how you managed to put them together, or it is a standalone indicator?

mladen and other great coders, since gcgman is offline, anyone have an idea of this? thanks to everybody

gcgman:
Because Forex moves so fast I use quick settings for most indicators. I use a setting of 5 for the ATR. Then I move the moving average into the same screen with a setting of 13, Linear Weighted, applied to First Indicator. This causes a crossover of the fast moving ATR with its own LWMA. When the ATR is above its LWMA it confirms whatever trade signal I have. If it is below the average I ignore the signal or wait for the ATR cross. I am including a screen shot to show an example of using the ATR cross for a filter with an equally fast ADX set to 4 as a signal. I hope this helps.

Good Luck,

gcgman
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