Support Board
Date/Time: Mon, 03 Feb 2025 13:48:36 +0000
Normalised Average True Range
View Count: 2162
| [2019-11-12 14:05:53] |
| Mark Sear - Posts: 43 |
|
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 |
|
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.
|
 $INX_60Min_NATR.Cht - Attached On 2019-11-13 20:22:17 UTC - Size: 39.78 KB - 469 views Private File |
| [2019-11-13 21:08:51] |
| |
|
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
|
| [2019-11-14 23:03:21] |
| Mark Sear - Posts: 43 |
|
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).
|
| [2019-11-16 23:36:53] |
| Mark Sear - Posts: 43 |
|
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.
|
| [2019-11-17 03:26:19] |
| |
|
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: