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Profile: dsmithwr
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User Name: dsmithwr
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Joined: Tuesday, May 27, 2014
Last Visit: Monday, June 5, 2017 11:10:07 PM
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Topic: 20-Day Average True Range
Posted: Monday, June 5, 2017 10:13:33 PM

how would i modify the formula to construct the 10 period ATR.

 

would it be

 (AVGH10.1 - AVGL10.1) / 2 + (ABS(H1 - C2) + ABS(C2 - L1) + ABS(H2 - C3) + ABS(C3 - L2) + ABS(H3 - C4) + ABS(C4 - L3) + ABS(H4 - C5) + ABS(C5 - L4) + ABS(H5 - C6) + ABS(C6 - L5) + ABS(H6 - C7) + ABS(C7 - L6) + ABS(H7 - C8) + ABS(C8 - L7) + ABS(H8 - C9) + ABS(C9 - L8) + ABS(H9 - C10) + ABS(C10 - L9))/20