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Average Percent True Range ( APTR) Topic Rating:
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dhirenshah
Posted : Wednesday, October 25, 2017 1:03:11 AM
Registered User
Joined: 3/10/2012
Posts: 465

hi Bruce 

could you please do custom pcf for APTR 21 periods 

thanks

Bruce_L
Posted : Wednesday, October 25, 2017 9:18:32 AM


Worden Trainer

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

I actually don't know what basis you want to use for the percentage, but the most commen requests have been either average price.

100 * ATR21 / AVG21

Or the closing price.

100 * ATR21 / C



-Bruce
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Al_Gorithm
Posted : Wednesday, October 25, 2017 10:33:12 AM

Registered User
Joined: 6/30/2017
Posts: 1,227

You may want to check out the Average Percentage True Range topic.

 

Bruce_L
Posted : Wednesday, October 25, 2017 10:57:35 AM


Worden Trainer

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

Maybe the following then?

100 * XAVG(GREATEST((H - L) / (((H - L) / 2 + L)), ABS(H - C1) / (((H - C1) / 2 + C1)), ABS(L - C1) / (((L - C1) / 2 + L))), 41)

 



-Bruce
Personal Criteria Formulas
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