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sauterelle44
Posted : Saturday, March 12, 2011 7:57:02 AM
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Joined: 3/9/2010
Posts: 10
 Hi,
I would like to know how to create a PCF for an average value of a daily spread (H-L). For example: average value for the past 14 days or 21 days...
Thanks
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diceman
Posted : Saturday, March 12, 2011 9:31:46 AM
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Joined: 1/28/2005
Posts: 6,049
 Try:


AVGH14-AVGL14           (14 DAYS)



AVGH21-AVGL21           (21 DAYS)



Thanks
diceman
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sauterelle44
Posted : Saturday, March 12, 2011 10:02:23 AM
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Joined: 3/9/2010
Posts: 10

Hi,
It works, it is called ADR (Average Daily Range). Sort of ATR without gaps...
Thank you for your help!
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