What could be my mistake ? Thank, you.
I am using a chart with 2 data series on the following instrument SPY, using Interactive Brokers data feed. But I guess it could be used on any instrument and feed and give the same ouput...
Code: Select all
variables: Atr (0), tHigh (0), tLow (0) ;
if Close[3] of data2 > High[2] of data2 then
tHigh = Close[3] of data2
else
tHigh = High[2] of data2 ;
if Close[3] of data2 < Low[2] of data2 then
tLow = Close[3] of data2
else
tLow = Low[2] of data2 ;
Atr = Average(tHigh - tLow,5) ;
print (File("c:\ATR_TEST.txt")," Date ", Date, " Time ", time_s,
" Atr ", Atr:10:5, " tHigh", tHigh:10:5, " tLow", tLow:10:5
) ;
data1 = 1 hour
data2 = 1 day
Date 1121218.00 Time 90000.00 Atr 1.36400 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 100000.00 Atr 1.42600 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 110000.00 Atr 1.48800 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 120000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 130000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 140000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 150000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 160000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 170000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 180000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 183000.00 Atr 1.40200 tHigh 142.69000 tLow 141.88000
Output using the following chart parameters :
data1 = 30 minutes
data2 = 1 day
Date 1121218.00 Time 83000.00 Atr 1.36400 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 90000.00 Atr 1.42600 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 93000.00 Atr 1.48800 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 100000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 103000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 110000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 113000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 120000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 123000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 130000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 133000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 140000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 143000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 150000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 153000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 160000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 163000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 170000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 173000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 180000.00 Atr 1.55000 tHigh 143.83000 tLow 142.28000
Date 1121218.00 Time 183000.00 Atr 1.40200 tHigh 142.69000 tLow 141.88000