Can someone please show me a detailed calculation of how to come up with the daily ATR for a spread between two symbols for example the spread 3 * GE - UTX. The Esignal ATR as of today is 1.69 but I can not get that exact number.

For daily ATR is Esignal only using end of day data?

Notes:

- I assume that the calc is based on the the spreads enod of day open, hi, low, close

- ATR should be the average of max of (Previous Close - Low), (Previous Close - High), (High - Low) across a time period

- I seem to be able to duplicate the calculation if the the spread is GE - UTX but when I use a ratio I can get close but not the same number

- I have asked your reps before on this but they just give me a general answer - could you please send me a detailed calc

Thanks!!!!

For daily ATR is Esignal only using end of day data?

Notes:

- I assume that the calc is based on the the spreads enod of day open, hi, low, close

- ATR should be the average of max of (Previous Close - Low), (Previous Close - High), (High - Low) across a time period

- I seem to be able to duplicate the calculation if the the spread is GE - UTX but when I use a ratio I can get close but not the same number

- I have asked your reps before on this but they just give me a general answer - could you please send me a detailed calc

Thanks!!!!

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