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Worden Discussion Forum » Customer Training & Support » Ask a Trainer - TC2000 version 12/18 » Largest ATR1 for the last 5 days

Largest ATR1 for the last 5 days Rate this Topic:
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MikeB60046
Posted : Monday, August 15, 2016 10:52:14 AM
Registered User
Joined: 12/15/2004
Posts: 20

I am looking for a PCF tp provide the largest ATR(1) in a single day within the last 5 days
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Bruce_L
Posted : Wednesday, August 17, 2016 10:26:03 AM


Worden Trainer

Joined: 10/7/2004
Posts: 65,138

Please try the following Indicator Formula.

(H - L + ABS(H - C1) + ABS(C1 - L) + H1 - L1 + ABS(H1 - C2) + ABS(C2 - L1) + ABS(H - L + ABS(H - C1) + ABS(C1 - L) - H1 + L1 - ABS(H1 - C2) - ABS(C2 - L1)) + 2 * (H2 - L2 + ABS(H2 - C3) + ABS(C3 - L2)) + ABS(H - L + ABS(H - C1) + ABS(C1 - L) + H1 - L1 + ABS(H1 - C2) + ABS(C2 - L1) + ABS(H - L + ABS(H - C1) + ABS(C1 - L) - H1 + L1 - ABS(H1 - C2) - ABS(C2 - L1)) - 2 * (H2 - L2 + ABS(H2 - C3) + ABS(C3 - L2))) + 2 * (H3 - L3 + ABS(H3 - C4) + ABS(C4 - L3) + H4 - L4 + ABS(H4 - C5) + ABS(C5 - L4) + ABS(H3 - L3 + ABS(H3 - C4) + ABS(C4 - L3) - H4 + L4 - ABS(H4 - C5) - ABS(C5 - L4))) + ABS(H - L + ABS(H - C1) + ABS(C1 - L) + H1 - L1 + ABS(H1 - C2) + ABS(C2 - L1) + ABS(H - L + ABS(H - C1) + ABS(C1 - L) - H1 + L1 - ABS(H1 - C2) - ABS(C2 - L1)) + 2 * (H2 - L2 + ABS(H2 - C3) + ABS(C3 - L2)) + ABS(H - L + ABS(H - C1) + ABS(C1 - L) + H1 - L1 + ABS(H1 - C2) + ABS(C2 - L1) + ABS(H - L + ABS(H - C1) + ABS(C1 - L) - H1 + L1 - ABS(H1 - C2) - ABS(C2 - L1)) - 2 * (H2 - L2 + ABS(H2 - C3) + ABS(C3 - L2))) - 2 * (H3 - L3 + ABS(H3 - C4) + ABS(C4 - L3) + H4 - L4 + ABS(H4 - C5) + ABS(C5 - L4) + ABS(H3 - L3 + ABS(H3 - C4) + ABS(C4 - L3) - H4 + L4 - ABS(H4 - C5) - ABS(C5 - L4))))) / 16

Min Max PCFs


-Bruce
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