I’d like to use ATR as risk indicator when comparing systems but I can’t think of any way to calculate it in C2E given that it would require daily OHLC for the instrument traded.
Any bright ideas you lot?
Cheers,
Chris
Hi Chris!
OHLC exists but unfortunately it is not publicly available.
It is a code used inside a function which prepares data for the candle equity chart.
This code should be extracted and made publicly usable.
I looked at it and it is not so easy to refactor that code…
I’ll look when I finish my other planned tasks.
Send me a message to help@collective2.com after 8/13 to remind me. Thanks.
