Average True Range, how do you call it from within a custom indicator?

IIndicatorsProvider indicatorsProvider = context.getIndicatorsProvider();
ATR = indicatorsProvider.getIndicator("ATR");

seems to work but actually doesn't return anything.

Tried "atr", "Average True Range", and "ATR".
can't find anything in the documentation or knowledge base.

Hi...

I'm a noob in JForex API but maybe something like this:

double [] atr1 = indicators.atr(instrument, selectedPeriod , OfferSide.BID, int timePeriod, indicatorFilter, long from, long to);

See javadoc for more details

Best regards

Trade well and good luck

JL

Thanks JL.

That's fine if you want to call ATR from within the IStrategy framework, but I'm interested in using ATR as a calculation step in a custom indicator I'm writing. Ideally in this case you don't want to use IHistory or a known set of input bars.

I want to get ATR as an IIndicator and calculate outputs values from inputs and then use them for for further calculations. I have a suspicion that the ATR is not actually called "ATR" so when I call getIndicator(String S), the API can't match S to the built in ATR indicator. There is no documentation on how to call it from the IIndicators framework.

f451

Hi:

Well, at least you can develo your own ATR, seems not hard to develop:

True Range = greater of (H-L, |H-(C-1)|, |L-(C-1)|)

ATR = ((ATR-1) * (interval -1) + TR) / interval

H = High
L = Low
(C-1) = previous close
(ATR-1) = previous ATR

As we need a beginning, the first TR value is H-L
The values of ATR until it reach interval is the average of TR.

I hope that helps if you can't find any solution in API

Best regards

Trade well and good luck

JL

See:
https://www.dukascopy.com/wiki/#Indicator_that_uses_the_output_of_another_indicator
Before making the indicator call, you can find out the necessary indicator metadata (inputs, optional inputs and outputs) in the following way (this can be done either from a strategy or an indicator):
https://www.dukascopy.com/wiki/#Indicator_metadata/Retrieve_indicator_metadata