Support Board
Date/Time: Thu, 27 Feb 2025 12:49:23 +0000
Post From: Omit gaps from True Range
[2021-06-29 14:04:14] |
Alex C Demosthenes - Posts: 50 |
Hi - I have the True Range study (with Avg. True Range) on my charts and whenever the market gaps up overnight, I am getting a huge True Range bar representing the overnight move. I am wondering if there is a way to use True Range to only account for the bar sizes (High minus Low), but without including the gaps. I believe this skews my ATR rolling data. I have attached a pic to show what the gap looks like on my TR study. |