My study (supposed) to calculate ATR for each data instrument in the same study:
Code: Select all
' Methods
Public Sub New(ByVal ctx As Object)
MyBase.New(ctx)
Me.AtrLength = 5
End Sub
' Properties
<Input()> Public Property AtrLength As Integer
' Fields
Private ATR_ASK As VariableSeries(Of Double)
Private ATR_TRADE As VariableSeries(Of Double)
Private ATR_BID As VariableSeries(Of Double)
Private Plt_Ask As IPlotObject
Private Plt_Trade As IPlotObject
Private Plt_Bid As IPlotObject
Protected Overrides Sub CalcBar()
Me.ATR_ASK.Value = Me.AverageTrueRange(Me.AtrLength)
Me.ATR_TRADE.Value = Me.AverageTrueRange(Me.AtrLength)
Me.ATR_BID.Value = Me.AverageTrueRange(Me.AtrLength)
Me.Plt_Ask.Set(0, Me.ATR_ASK.Value)
Me.Plt_Trade.Set(0, Me.ATR_TRADE.Value)
Me.Plt_Bid.Set(0, Me.ATR_BID.Value)
End Sub
Protected Overrides Sub Create()
Me.ATR_TRADE= New VariableSeries(Of Double)(Me, 1)
Me.ATR_ASK = New VariableSeries(Of Double)(Me, 2)
Me.ATR_BID = New VariableSeries(Of Double)(Me, 3)
Me.Plt_Ask = MyBase.AddPlot(New PlotAttributes("ATR ASK", EPlotShapes.Line, Color.Green, Color.Empty, 0, 0, True))
Me.Plt_Trade= MyBase.AddPlot(New PlotAttributes("ATR TRADE", EPlotShapes.Line, Color.White, Color.Empty, 0, 0, True))
Me.Plt_Bid = MyBase.AddPlot(New PlotAttributes("ATR BID", EPlotShapes.Line, Color.Blue, Color.Empty, 0, 0, True))
End Sub
Code: Select all
Me.ATR_TRADE= New VariableSeries(Of Double)(Me, 1)
Me.ATR_ASK = New VariableSeries(Of Double)(Me, 2)
Me.ATR_BID = New VariableSeries(Of Double)(Me, 3)
Thank you all in advance!
Best,
R.