Dukascopy
 
  
Wiki JStore Search Login

Post new topic Reply to topic    Pages: [ 1 ] Print view  
ATR indicator returns different values at any JForex
SFXbernhard
 Post subject: ATR indicator returns different values at any JForex Post rating: 0   New post Posted: Mon 24 Jun, 2013, 14:31 
User avatar

User rating: 21
Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
Please check the the little program attached.
It checks the ATR indicator function based on one second period.
At current version 2.15.1 any JForex has different results, which should not happen!

Please fix this.

Image


Attachments:
ATRBug.java [1.76 KiB]
Downloaded 371 times
atr200bug.png [153.14 KiB]
Downloaded 565 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
SFXbernhard
 Post subject: Re: ATR indicator returns different values at any JForex Post rating: 0   New post Posted: Tue 25 Jun, 2013, 08:49 
User avatar

User rating: 21
Joined: Thu 19 May, 2011, 20:50
Posts: 413
Location: Germany, Munich
I found the source of this problem.

The reason must be the construction of the indicator. ;)
https://stockcharts.com/school/doku.php? ... _range_atr

It must be the timing, so there is a different initial ATR value and different average building period's ATR values in the moment of a start of the indicator. And that was different at every JForex I tested.
 
Post new topic Reply to topic      Pages: [ 1 ]  
Display posts from previous:   Sort by    

Jump to:  

  © 1998-2025 Dukascopy® Bank SA
On-line Currency forex trading with Swiss Forex Broker - ECN Forex Brokerage,
Managed Forex Accounts, introducing forex brokers, Currency Forex Data Feed and News
Currency Forex Trading Platform provided on-line by Dukascopy.com