Support Board
Date/Time: Fri, 31 Jan 2025 03:20:59 +0000
Post From: Measure the average size of a bar for a time period
| [2019-04-03 13:48:49] |
| User123891 - Posts: 20 |
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I am trying to calculate the average range of the 60 minute bar for a given time period. For example, the opening bar of the day session for the S&P Futures. I would like to know what that has been for the last 12 days. I have tried compiling a 60 minute chart from 8:30-9:29:59 and then running ATR and ROC indicators with their moving averages. I am not getting accurate numbers. The ATR on that chart calculates the moves from one day to the next and the ROC gives me the averages up or down. I just want the ranges of the bars. Can you help me? Thanks
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