I just searched the internet and I think this is how the ADR or the Average Daily Range is calculated. Is this correct sir?andrei-1 wrote: Mon Mar 20, 2023 12:00 am 1. We will find out which day * is today and which is yesterday.
2. We will find out the price of yesterday's closing.
3. We calculate the average ATR for 5 (ATR_lim) days*.
4. Add and subtract from yesterday's* close.
These levels are stable all day*. I put asterisks because we can choose a different period.
I hope I understood you correctly.
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Re: Coding Help
FoxFoxicle, Mon Mar 20, 2023 12:23 am
