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Joined: 5/22/2006(UTC)
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Hello All
Im trying to run a back test on a strategy in a 5 min chart that takes the daily ATR. How do I get the daily ATR in a 5 min chart???
Thanks for your help,
YachtFund
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 1/19/2005(UTC)
Posts: 1,065
Location: Koh Pha-Ngan, Earth
Was thanked: 2 time(s) in 2 post(s)
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You can construct your daily ATR for intraday charts, by referencing the previous days' High/Low/Close as found in code here, and then building your ATR formula as done in the "ATR - true & reverse" indicator found at MetaStockTools.com.
jose '-)
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