Registered User
Joined: 12/15/2004
Posts: 20
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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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Worden Trainer
Joined: 10/7/2004
Posts: 65,138
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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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