I am writing codes to create strategy on a stock. I hope to read the ATR indicator of S&P 500 to use the information of the big market in my strategy. Which commands should I use?

Thanks,
Raymond

Raymond,

if you are working with Multicharts this can be accomplished by adding an additional data stream to your chart and by referencing this data stream's values. For example "Close of Data2" would access the value for Close of data stream two for a bar.

Regards,

ABCTG

ABCTG,

Thanks for your quick reply. But I have tried to write "Close of SPY". It prompts error in tradestation.

Regards,
Raymond

Raymond,

you reference the values by data stream numbers, not by symbol names. Therefore "Close of Data2" is the correct statement to get the close for a data 2 bar (regardless of the symbol name).

Regards,

ABCTG

hgchcw 

ABCTG, Thanks for your quick reply. But I have tried to write "Close of SPY". It prompts error in tradestation. Regards, Raymond

Hi ABCTG,

Thanks, I can read Close of Data2. Since ATR(period) only calculate the ATR of the stock, are there any method to calculate the ATR of Data2 instead of Data1?

Thanks,
Raymond

Raymond,

you are welcome. When working with multiple data streams you need to tie variables to the specific data streams
and also make sure to call the function on the desired data stream.
You can find a good example for the ADX here: https://community.tradestation.com/discussions/Topic_Archive.aspx?Topic_ID=28896

Regards,

ABCTG

P.S.: By the way you can show your appreciation for posts on NexusFi by clicking the "Thanks" button next to a post.

hgchcw 

Hi ABCTG, Thanks, I can read Close of Data2. Since ATR(period) only calculate the ATR of the stock, are there any method to calculate the ATR of Data2 instead of Data1? Thanks, Raymond