S shiva_6 Newbie Messages 1 Likes 0 Oct 10, 2011 #1 Can anyone help me to find ATR using tick data. Actually the formula contains high low previous close. For tick data there wont be open, high and low prices. Then how to calculate ATR. Is thr any alternative method?
Can anyone help me to find ATR using tick data. Actually the formula contains high low previous close. For tick data there wont be open, high and low prices. Then how to calculate ATR. Is thr any alternative method?
D donaldduke Experienced member Messages 1,665 Likes 259 Oct 10, 2011 #2 Each tick needs a timestamp associated with it.