ATR average of the last 21 bars vs ATR of last bar

[Ludwik]

Hi,
I'm trying to create a formula that would enable me to compare an average of the last Bar ATR vs last 21 Bars average ATR.
Here is what I've got:

double atrbar1 = ATR(1)[1];
double atrbars21 = ATR(21)[1];

or should I just use it like this?:

double atrbar1 = ATR(1)[1];
double atrbars21 = ATR(21);

Or maybe something else?
Thank you

[NinjaTrader_ChelseaB]

Hello Ludwik,

The barsAgo [1] index means 1 bar ago, or the previous bar and not the current bars value. Do you want the current bars value?

private ATR atr1, atr21;

In OnStateChange() when State is State.DataLoaded:
atr1 = ATR(1);
atr21 = ATR(21);

In OnBarUpdate():
Print(string.Format("{0} | atr1[0]: {1}, atr21[0]: {2}", Time[0], atr1[0], atr21[0]));

[Ludwik]

Hello Ludwik,

The barsAgo [1] index means 1 bar ago, or the previous bar and not the current bars value. Do you want the current bars value?

private ATR atr1, atr21;

In OnStateChange() when State is State.DataLoaded:
atr1 = ATR(1);
atr21 = ATR(21);

In OnBarUpdate():
Print(string.Format("{0} | atr1[0]: {1}, atr21[0]: {2}", Time[0], atr1[0], atr21[0]));

Thank you for your reply Chelsea,

I would actually haven't made myself clear enough. I would like to get an ATR value of the last closed bar ATR[1] (not the current bar) vs an average ATR 'series' value of the previous bars starting at ATR[2] up to ATR[21]. Is the code, which you wrote suitable for it?

I've read an ATR documentation but I'm still struggling to figure out the difference between
ATR(1)[1] and ATR (1)
I think that's where my confusion is coming from. The only thing I understand is that ATR[1] is getting the value of the last closed bar. But I'm still struggling to understand how to get an average of the series of bars from Bar 2 to Bar 21

[NinjaTrader_ChelseaB]

Hello Ludwik,

The [1] bracket is a bars ago index of 1 bar ago. An indicator returns a plot series. A Series<T> has a slot for each bar on the chart.

The (1) is the method call with a parameter supplied. For the ATR this parameter is the 'Period', which is the number of bars used for the calculation.

Below is a link to the help guide on the ATR indicator and Series.

https://ninjatrader.com/support/helpGuides/nt8/average_true_range_atr.htm

https://ninjatrader.com/support/helpGuides/nt8/iseriest.htm

If Calculate is OnBarClose, the CurrentBar, or most recently updated bar [0], is the most recently fully closed bar and not the building bar. If Calculate is OnPriceChange or OnEachTick the CurrentBar is the bar that is building and not fully closed.

[Ludwik]

Thank you Chelsea