how is ATR calculated in esignal?

[kalzenith]

this is very close

var Temp = 0;
var i=0;
for (i=-100;i<=0;i++) Temp = Temp + (high(i) - low(i))
return String(Temp / 100) 

but not quite, even rounding the value off or just the integer value dont match the calculation given by esignal, its close but not quite, so i was wondering, how does esignal calculate the atr?

[ACM]

Re: how is ATR calculated in esignal?

kalzenith
You can see the logic in the atr.efs which is in the Library folder of Formulas
Alex

Originally posted by kalzenith
this is very close

var Temp = 0;
var i=0;
for (i=-100;i<=0;i++) Temp = Temp + (high(i) - low(i))
return String(Temp / 100) 

but not quite, even rounding the value off or just the integer value dont match the calculation given by esignal, its close but not quite, so i was wondering, how does esignal calculate the atr?

[kalzenith]

ive been through it, and i understand now that it takes the higher value between Math.abs(high()-low()), Math.abs(close(-1)-low()), and Math.abs(close(-1)-high()), but i still cant seem to get my program to mimic the calculation.. i realize my script is less efficient than it needs to be, but it should do the job, i dont understand why it isnt

var Length = 5;
var Temp = 0;
for (var i=Math.abs(Length-1)*-1;i<=0;i++) Temp = Temp + Math.max(Math.abs(high(i)-low(i)), Math.abs(close(i-1)-low(i)), Math.abs(close(i-1)-high(i)))
return Temp/Length 

[ACM]

-

kalzenith
See my reply to the same question you asked in this thread
Alex

Originally posted by kalzenith
ive been through it, and i understand now that it takes the higher value between Math.abs(high()-low()), Math.abs(close(-1)-low()), and Math.abs(close(-1)-high()), but i still cant seem to get my program to mimic the calculation.. i realize my script is less efficient than it needs to be, but it should do the job, i dont understand why it isnt

var Length = 5;
var Temp = 0;
for (var i=Math.abs(Length-1)*-1;i<=0;i++) Temp = Temp + Math.max(Math.abs(high(i)-low(i)), Math.abs(close(i-1)-low(i)), Math.abs(close(i-1)-high(i)))
return Temp/Length 

[kalzenith]

thanks, yeah i know i asked the question before, i just didnt think to look for it because i didnt understand the answer at the time, i believe ive figured it out this time though, thanks.

var Length = 100;
var Temp = 0;
if (Previous == null) {
    for (var i=Math.abs(Length-1)*-1;i<=0;i++) Temp = Temp + Math.max(Math.abs(high(i)-low(i)), Math.abs(close(i-1)-low(i)), Math.abs(close(i-1)-high(i)))
    Previous = (Temp/Length)
} else Previous = (Previous*(Length-1)+Math.max(Math.abs(high()-low()), Math.abs(close(-1)-low()), Math.abs(close(-1)-high())))/Length
return Previous