View Full Version : Daily ATR for intra day strategy
12-15-2010, 05:41 AM
What is the easiest way to add a Daily ATR condition to an intraday strategy?
12-15-2010, 06:05 AM
Thanks for your forum post.
Depends on a couple things as theres 2 ways to do this, what chart type will you be running this strategy on?
Also, what data feed provider are you connected too?
Have you done any Multi Time Frame Programming yet?
I look forward to assisting you further.
12-16-2010, 04:33 PM
1. I am using a 4 or 5 range chart
2. Interactive Broker
3. I messed around with the Multi Time Frame Programming but struggled.
12-16-2010, 04:37 PM
Instead of going off of multi-time frame strategies, you can try grabbing the daily information by using something like PriorDayOHLC(). Using that on each old date and then calculating the ATR off of the information you gather should allow you to bypass the multi-time frame approach.
12-17-2010, 04:11 AM
I have used PriorDayOHLC() before but I am not sure I know how to use it in the manner you suggest. How would I tie PriorDayOHLC() to a specific date like 2 days ago or 3 days ago when trading off a range chart?
12-17-2010, 04:54 AM
You would work with GetBar() to know how much bars to reference back to 'grab' the needed value from the previous days - http://www.ninjatrader.com/support/forum/showthread.php?t=19176