I want help with making swing based on below definition. If it is already created kindly share the link. Its based on welles welder approach to quantify swing based on ATR function.
A new up wave starts when price moves 3 ATR up from the lowest low over 15 period look back
A new down wave starts when price moves 3 ATR down from the highest high over 15 period look back.
Thank you.
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