Daily ATR range for intraday chart / history

• 08/17/2017 at 11:32 AM #43346
  RoLaDay

  Hello everyone,

  I’m already using the indicator “Daily ATR range for intraday chart” from Nicolas. It works great.

  Now I would love to do some backtesting with the code, but the code is only working for the current day. Can anyone help me to create the same indicator for history?

  Thanks a lot

   

   

  

  RoLaDay

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  08/19/2017 at 7:56 AM #44206
  Nicolas

  Would you mind posting the link or the code here please?

  

  Nicolas

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  08/21/2017 at 8:13 AM #44263
  RoLaDay

  Hello Nicolas,

  this is the code:

  //PRC_Daily ATR range intraday | indicator //03.02.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //https://www.prorealcode.com/topic/showing-customized-daily-indicators-in-smaller-timeframes/ defparam drawonlastbaronly=true // --- parameters ATRperiod = 20 // --- dTR = 0 for i = 0 to ATRperiod dTR=dTR+max(abs(Dhigh(i)-Dlow(i)),max(abs(Dhigh(i)-Dclose(i+1)),abs(Dlow(i)-Dclose(i+1)))) next avg = dTR/ATRperiod converted = round(avg/pointsize*10)/10 htr = Dlow(0)+avg[1] ltr = Dhigh(0)-avg[1] if intradaybarindex=0 then begin=barindex endif drawsegment(begin,htr,barindex,htr) coloured(200,100,0) drawtext("#htr# - (D1atr: #converted#)",barindex,htr+10*pointsize,Dialog,Bold,10) coloured(200,100,0) drawsegment(begin,ltr,barindex,ltr) coloured(200,100,0) drawtext("#ltr# - (D1atr: #converted#)",barindex,ltr-10*pointsize,Dialog,Bold,10) coloured(200,100,0) return

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  //PRC_Daily ATR range intraday | indicator //03.02.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //https://www.prorealcode.com/topic/showing-customized-daily-indicators-in-smaller-timeframes/ defparam drawonlastbaronly=true // --- parameters ATRperiod = 20 // --- dTR = 0 for i = 0 to ATRperiod dTR=dTR+max(abs(Dhigh(i)-Dlow(i)),max(abs(Dhigh(i)-Dclose(i+1)),abs(Dlow(i)-Dclose(i+1)))) next avg = dTR/ATRperiod converted = round(avg/pointsize*10)/10 htr = Dlow(0)+avg[1] ltr = Dhigh(0)-avg[1] if intradaybarindex=0 then begin=barindex endif drawsegment(begin,htr,barindex,htr) coloured(200,100,0) drawtext("#htr# - (D1atr: #converted#)",barindex,htr+10*pointsize,Dialog,Bold,10) coloured(200,100,0) drawsegment(begin,ltr,barindex,ltr) coloured(200,100,0) drawtext("#ltr# - (D1atr: #converted#)",barindex,ltr-10*pointsize,Dialog,Bold,10) coloured(200,100,0) return

  Thanks a lot!

  

  RoLaDay

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  08/21/2017 at 11:01 AM #44285
  Nicolas

  Here is the modified code, of course since the daily ATR changes during the day, the lines can change in a highly irregular way.

  //PRC_Daily ATR range intraday | indicator //03.02.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //https://www.prorealcode.com/topic/showing-customized-daily-indicators-in-smaller-timeframes/ //defparam drawonlastbaronly=true // --- parameters ATRperiod = 20 // --- dTR = 0 for i = 0 to ATRperiod dTR=dTR+max(abs(Dhigh(i)-Dlow(i)),max(abs(Dhigh(i)-Dclose(i+1)),abs(Dlow(i)-Dclose(i+1)))) next avg = dTR/ATRperiod //converted = round(avg/pointsize*10)/10 htr = Dlow(0)+avg[1] ltr = Dhigh(0)-avg[1] //if intradaybarindex=0 then //begin=barindex //endif //drawsegment(begin,htr,barindex,htr) coloured(200,100,0) //drawtext("#htr# - (D1atr: #converted#)",barindex,htr+10*pointsize,Dialog,Bold,10) coloured(200,100,0) //drawsegment(begin,ltr,barindex,ltr) coloured(200,100,0) //drawtext("#ltr# - (D1atr: #converted#)",barindex,ltr-10*pointsize,Dialog,Bold,10) coloured(200,100,0) return htr,ltr

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33

  //PRC_Daily ATR range intraday | indicator //03.02.2017 //Nicolas @ www.prorealcode.com //Sharing ProRealTime knowledge //https://www.prorealcode.com/topic/showing-customized-daily-indicators-in-smaller-timeframes/ //defparam drawonlastbaronly=true // --- parameters ATRperiod = 20 // --- dTR = 0 for i = 0 to ATRperiod dTR=dTR+max(abs(Dhigh(i)-Dlow(i)),max(abs(Dhigh(i)-Dclose(i+1)),abs(Dlow(i)-Dclose(i+1)))) next avg = dTR/ATRperiod //converted = round(avg/pointsize*10)/10 htr = Dlow(0)+avg[1] ltr = Dhigh(0)-avg[1] //if intradaybarindex=0 then //begin=barindex //endif //drawsegment(begin,htr,barindex,htr) coloured(200,100,0) //drawtext("#htr# - (D1atr: #converted#)",barindex,htr+10*pointsize,Dialog,Bold,10) coloured(200,100,0) //drawsegment(begin,ltr,barindex,ltr) coloured(200,100,0) //drawtext("#ltr# - (D1atr: #converted#)",barindex,ltr-10*pointsize,Dialog,Bold,10) coloured(200,100,0) return htr,ltr

  Be sure to have at least “ATRperiod” days of history for the calculation to be made correctly.

  

  Nicolas

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  08/22/2017 at 10:18 AM #44340
  RoLaDay

  great that helps thanks a lot!

  

  RoLaDay

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