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Profile: thnkbigr
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User Name: thnkbigr
Groups: Member, Platinum User, TeleChart
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Joined: Friday, March 31, 2006
Last Visit: Monday, August 06, 2018 12:24:24 AM
Number of Posts: 3,094
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Last 10 Posts
Topic: DD count
Posted: Monday, July 30, 2018 6:45:39 PM

Oh I didn't know that. Thanks 

Topic: DD count
Posted: Sunday, July 29, 2018 10:51:42 AM

When I change the finasl line to 

Plot = -1 * (Max - Price.Last)

to just plot the distance from last X high the value it plots is correct but the ATR value is not

Topic: DD count
Posted: Friday, July 27, 2018 5:43:32 PM

The Value of the ATR that the RC above returns is different than the Average True Range indicator

I changed the final line in the RC above to Plot = ATR and teh value that it returns is not the same as the ATR indicator in the library. I have both set to 22 days   

Topic: DD count
Posted: Friday, July 27, 2018 1:52:49 PM

Can I change this so that there are 2 period inputs one for ATR and one for the look back period

My look back period sometimes is set to 252 but my ATR is never set to highert than 63 usually 22

Topic: DD count
Posted: Friday, July 27, 2018 12:36:46 PM

Bruce is the ATR setting in the RC above the same as the Max High

So If we are saying DD from Max 63 Day High it is using teh same 63 period to calculate ATR and onece I change the look back period to 252 it will change the ATR period to 252 as well? 

Am I correct 

Topic: DD count
Posted: Monday, July 23, 2018 4:16:36 PM
Did I do it right 
 
'# ATR = indicator.AverageTrueRange
'# Period = UserInput.Integer = 63
Static Value As Single
Static HC1 As Integer
If CurrentIndex = 0 Or Price.High > Value Then
Value = Price.High
HC1 = 1
Else If Value = Price.High
HC1 += 1
End If
If CurrentIndex >= Period Then
If Price.High(Period) = Value Then HC1 -= 1
If HC1 = 0 Then
Value = Price.High
HC1 = 1
For i As Integer = 1 To 499
If Price.High(i) > Value Then
Value = Price.High(i)
HC1 = 1
Else If Price.High(i) = Value Then
HC1 += 1
End If
Next
End If
End If
Plot = (Price.Last - Value - 1) / ATR.Value
Topic: DD count
Posted: Monday, July 23, 2018 4:12:23 PM

My bad one is calculating in % and the other in ATR

How do I change the SF RC to plot it in ATR 

 

Topic: DD count
Posted: Monday, July 23, 2018 3:57:11 PM

Are these two plotting the same exact thing 

This in SF

'# Period = UserInput.Integer = 63
Static Value As Single
Static HC1 As Integer
If CurrentIndex = 0 Or Price.High > Value Then
Value = Price.High
HC1 = 1
Else If Value = Price.High
HC1 += 1
End If
If CurrentIndex >= Period Then
If Price.High(Period) = Value Then HC1 -= 1
If HC1 = 0 Then
Value = Price.High
HC1 = 1
For i As Integer = 1 To 499
If Price.High(i) > Value Then
Value = Price.High(i)
HC1 = 1
Else If Price.High(i) = Value Then
HC1 += 1
End If
Next
End If
End If
Plot = 100 * (Price.Last / Value - 1)
 
vs. this in TC
 
-1 * (MAXH63 - C) / ATR63
 
I understand the RC in SF is adjusted for IPO's. Is there any other diff?
Topic: DD count
Posted: Monday, July 23, 2018 2:14:30 PM

Dw about this I figured it out 

Topic: Painting vol bars based on DR
Posted: Monday, July 23, 2018 12:05:30 PM

Thanks