High/low ATR Intraday (different timeframe)

• 11/29/2018 at 3:15 PM #86002
  fxbravo

  Hello everyone,

   

  I have a problem to determine the highest and lowest of ATR in X minutes. With those values, I want to calculate the average ATR in real time.

  I code this, but I have a message of error (nb is not an Integer):

  nb = intradaybarindex atrmax = highest[nb](AverageTrueRange[14](close)) atrmin = lowest[nb](AverageTrueRange[14](close)) middle = ABS((atrmax+atrmin)/2) return middle

  1 2 3 4 5 6 7 8

  nb = intradaybarindex   atrmax = highest[nb](AverageTrueRange[14](close)) atrmin = lowest[nb](AverageTrueRange[14](close))   middle = ABS((atrmax+atrmin)/2)   return middle

  Thank you for your help.

   

  I wish you a perfect day

  

  fxbravo

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  11/29/2018 at 3:30 PM #86006
  Nicolas

  For these instructions, the period must a rounded value (not containing decimal = integer type of variable).

  But the problem here is that the intradaybarindex start at 0, so a period of 0 is also not possible:

  atrmax = highest[max(1,nb)](AverageTrueRange[14](close)) atrmin = lowest[max(1,nb)](AverageTrueRange[14](close))

  1 2	atrmax = highest[max(1,nb)](AverageTrueRange[14](close)) atrmin = lowest[max(1,nb)](AverageTrueRange[14](close))

   

  

  Nicolas

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  11/29/2018 at 3:37 PM #86007
  fxbravo

  Logic, indeed!

  Thank you for your kind help Nicolas.

  

  fxbravo

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