2015 Nov: Average Percentage True Range by Vitali Apirine

[eSignal]

File Name: APTR.efs

Description:
Average Percentage True Range by Vitali Apirine

Formula Parameters:

APTR.efs
Length: 14

Notes:
The related article is copyrighted material. If you are not a subscriber
of Stocks & Commodities, please visit www.traders.com.

Download File:
APTR.efs

APTR.efs


EFS Code:

/*********************************
Provided By:  
    Interactive Data Corporation (Copyright В© 2015) 
    All rights reserved. This sample eSignal Formula Script (EFS)
    is for educational purposes only. Interactive Data Corporation
    reserves the right to modify and overwrite this EFS file with 
    each new release. 

Description:        
    Average Percentage True Range by Vitali Apirine

Formula Parameters:                     Default:
Length                                  14

Version:            1.00  09/09/2015

Notes:
    The related article is copyrighted material. If you are not a subscriber
    of Stocks & Commodities, please visit www.traders.com.

**********************************/

var fpArray = new Array(); 

function preMain(){

    setStudyTitle("APTR");
    
    setCursorLabelName("APTR", 0);
    
    var x = 0;

    fpArray[x] = new FunctionParameter("fpLength", FunctionParameter.NUMBER);
    with(fpArray[x++]){
        setName("Length");
        setLowerLimit(1); 
        setDefault(14);
    }
}

var bInit = false;
var bVersion = null;

var xATRS = null;
var xAPTR = null;

function main(fpLength){

    if (bVersion == null) bVersion = verify();
    if (bVersion == false) return;

    if (!bInit){
        
        xATRS = efsInternal('Calc_ATRS');
        xAPTR = smma(fpLength, xATRS);
                      
        bInit = true; 
    };
    
    nAPTR = xAPTR.getValue(0);

    if (nAPTR == null)
        return;

    return [nAPTR * 100];
}

var xHigh = null;
var xLow = null;
var xClose = null;

function Calc_ATRS(){
    
    if (getBarState() == BARSTATE_ALLBARS){
        xHigh = high();
        xLow = low();
        xClose = close();
    }
    
    var nHigh = xHigh.getValue(0);
    var nLow = xLow.getValue(0);
    var nPrevClose = xClose.getValue(-1);

    if (nHigh == null || nLow == null || nPrevClose == null)
        return;
    
    var nHL = nHigh - nLow;
    var nHC = Math.abs(nHigh - nPrevClose);
    var nLC = Math.abs(nLow - nPrevClose);
    
    var nMax = Math.max(nHL, nHC, nLC);
    
    if (nMax == nHC) {
        nMid = nPrevClose + nMax / 2;
    }

    if (nMax == nLC || nMax == nHL){
        nMid = nLow + nMax / 2;    
    } 
    
    nATRS = nMax / nMid;
    
    return [nATRS];
}

function verify(){
    var b = false;
    if (getBuildNumber() < 3742){
        
        drawTextAbsolute(5, 35, "This study requires version 12.1 or later.", 
            Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
            null, 13, "error");
        drawTextAbsolute(5, 20, "Click HERE to upgrade.@URL=http://www.esignal.com/download/default.asp", 
            Color.white, Color.blue, Text.RELATIVETOBOTTOM|Text.RELATIVETOLEFT|Text.BOLD|Text.LEFT,
            null, 13, "upgrade");
        return b;
    } 
    else
        b = true;
    
    return b;
}