I have been trying unsuccessfully in getting the ATR calculated using WMA in easylanguage/tradestation. Their built in ATR study uses the SMA method, and that's it. No way to change it that I can tell.
Anyone know how to adjust this?

 

Code

{ Weighted Average ATR Reguested by gurji on 9/14/2022 } inputs: Len( numericsimple ) ; _szATR_WMA = WAverage( TrueRange, Len ) ;

Function was named _szATR_WMA.
You may rename it and re-compile.

Awesome thanks! Since I have your attention, do you know which function or any way to get it based on the RMA like tradingview uses?

Why is WMA better than SMA?

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kls06541 

Why is WMA better than SMA? Sent using the NexusFi mobile app

In the strategy I am using, WMA produces better results than SMA.
But after further testing, I found that RMA is even better. So now I am trying to find a function for RMA, but I don't see it there.