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Getting Average True Range Data

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  • Getting Average True Range Data

    Is there a way to get the 20 day average true range data for the past 20 days of a symbol where I can get the actual numbers instead of moving my cursor on the graph of the ATR each time?

    I've downloaded this file ATRcalc.efs, and changed the length to 19 and 20 in the formula to compute the ATR, and I'm pretty sure this formula is correct for a 20-day ATR.

    What I would eventually like to do is get the ATR of the past 20 days of any symbol and input them on a spreadsheet like Excel.

    If there is an easier way than just reading the ATRs of each day and each symbol by placing the cursor on the particular point of the graph I would very much like to know.

    Thanks in advance,

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  • #2
    Hello Sam,

    You could do a data export (Tools --> Data Export) and save the chart data as a .csv file, which can be imported to Excel. Or copy to clipboard and paste directly to Excel sheet. Also, if you wanted to limit the amount of data to just 20 days, you could set up a time template for your advanced chart that limits the chart data to 20 days.

    Jason K.
    Project Manager
    eSignal - an Interactive Data company

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