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Weighted ATR

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    Weighted ATR

    Is there a code exist for weighted ATR (Average True Range)?
    Standard ATR included in Ninja is simple ATR.
    I would like to have ATR with higher weight to the true range of the most
    recent bar.

    Thank you in advance
    Don

    #2
    Your best bet is to check the NinjaScript File Sharing area to see if something like this already exists otherwise, you could contact a NinjaScript consultant to custom program one for you if you are not a programmer yourself.

    RayNinjaTrader Customer Service

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