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Custom field in the SCN for ATR for SPX


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  #1 (permalink)
 sunilnpendse 
Cypress Tx
 
Experience: Intermediate
Platform: NinjaTrader ThinkorSwim
Trading: Stock Futures
Posts: 3 since Sep 2016
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Hi all, I am new to coding on Think or swim. But trying to create a scan for stocks. I have got hand of how to create scan and add filters for stocks, studies. But I need another filter where I need to add ATR value for SPX into my scan. How do I add a custom field that will show ATR value of SPX?

I have tried below code but it does not calculate for SPX?

input symbol = "SPX";
declare upper;
input length = 9;

input price = close;
input ATR_Length = 14;
input Show_Labels = yes;
def ATR = hullMovingAvg(TrueRange(high(period = AggregationPeriod.DAY)[0], close(period = AggregationPeriod.DAY)[0], low(period = AggregationPeriod.DAY)[0]), ATR_Length);
#Def ATRRatio = ATR/100;
AddLabel(yes, AsText((ATR) / 100, NumberFormat.Three_DECIMAL_PLACES));
#plot myindicator = ATRRatio;

Please advice,
Thanks...Sunny


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  #2 (permalink)
AnyDozer
Novosibirsk, Russia
 
Posts: 11 since Apr 2018
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it should work

def ATR = hullMovingAvg(TrueRange(high(period = AggregationPeriod.DAY, symbol = symbol)[0], close(period = AggregationPeriod.DAY, symbol = symbol)[0], low(period = AggregationPeriod.DAY, symbol = symbol)), ATR_Length);


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  #3 (permalink)
 sunilnpendse 
Cypress Tx
 
Experience: Intermediate
Platform: NinjaTrader ThinkorSwim
Trading: Stock Futures
Posts: 3 since Sep 2016
Thanks Given: 2
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AnyDozer - Thanks a lot. Your answer helped me solve ATR calculation issue. But my code below is not taking CLOSE of SPX. It is selecting CLOSE of security in the line this is being calculated in the SCAN.

How do I select CLOSE of SPX?


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  #4 (permalink)
AnyDozer
Novosibirsk, Russia
 
Posts: 11 since Apr 2018
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input symbol = "SPX";
def price = close(symbol = symbol);


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Last Updated on October 12, 2018


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