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Direct MessagesDate/Time: Fri, 03 May 2024 13:01:07 +0000
Normalised Average True Range
View Count: 1862
| [2019-11-12 14:05:53] |
| Mark Sear - Posts: 42 |
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Hi. I love this indicator for volatility, but note that you do not support it for Intra day - only end of day. Can I ask pleas: a. Will you support it intra day? b. Is there another measure that you recommend to replace it for intra day volatility? Ideally I want something normalised so i can compare between instruments, timeframes etc. Thank you. |
| [2019-11-13 20:23:21] |
| SC Support Tom - Posts: 450 |
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Hello, the Normalized ATR works for Intraday Charts. I just checked it for a 60 min chart (attached). I also checked the calculations via spreadsheet (also attached), and the calculations are accurate.
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 $INX_60Min_NATR.Cht - Attached On 2019-11-13 20:22:17 UTC - Size: 39.78 KB - 304 views Private File |
| [2019-11-13 21:08:51] |
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a. The study works for Intra-Day charts. The calculation is fully defined here: Normalized Average True Range b. The study is available in the file studies7.cpp in the ACS_Source folder under your Sierra Chart installation. You can modify it to fit your needs. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2019-11-13 21:09:57
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| [2019-11-14 23:03:21] |
| Mark Sear - Posts: 42 |
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Thanks - I can get it working on some 3 minute charts, on others it does not work and all I see is zeros. I will investigate further and send you a full example (unless I find out I have messed up in which case I will apologise in advance).
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| [2019-11-16 23:36:53] |
| Mark Sear - Posts: 42 |
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Hi - I checked this. I see that the display format for the ATR is linked to that of the index. Thus when I looked ay YM I thought it was only showing zeros because it didn't work. I had to set the price display format to 0.01 under the chart settings to make this work. Just thought I would let you know as you may wish to change this.
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| [2019-11-17 03:26:19] |
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Ok we see.
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing |
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