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How to determine changes of extremes

  • #1
  • First Post: Mar 31, 2012 7:41pm Mar 31, 2012 7:41pm
hi folks,
i have a general MQL question.

assuming i have 3 different ATRs

a=ATR(1) EURUSD
b=ATR(1) EURGBP
c=ATR(1) EURJPY

how can i determine the change of the maximum ATR of the previous period.

like....

(MathMax(a,b,c)(i+1))(i) - MathMax(a,b,c)(i+1)

for example: the max ATR of the previous period (i+1) is EURUSD
how can i determine ATR"EURUSD(i) - ATR"EURUSD(i+1)

many thanks!
  • #2
  • Apr 1, 2012 1:02pm Apr 1, 2012 1:02pm
ok, perhaps it was incomprehensible.

what i am looking for:

t=0... current period
t=-1... previous period
t=1... next period

in t=0 i need to know how the maximum (in t=-1) of those three ATR(1)s has changed (and which ATR(1) was the maximum)

at the same time, the new maximum of the ATR(1)s for this period (t=0) is measured in order to determine its change in t=1

how can i do this? many thanks!
  • #3
  • Apr 1, 2012 1:41pm Apr 1, 2012 1:41pm
Quoting inad07
ok, perhaps it was incomprehensible.

what i am looking for:

t=0... current period
t=-1... previous period
t=1... next period

in t=0 i need to know how the maximum (in t=-1) of those three ATR(1)s has changed (and which ATR(1) was the maximum)

at the same time, the new maximum of the ATR(1)s for this period (t=0) is measured in order to determine its change in t=1

how can i do this? many thanks!

What do you mean by next period?
  • #4
  • Apr 1, 2012 2:01pm Apr 1, 2012 2:01pm
Quoting cyber1
What do you mean by next period?
the upcoming period
  • #5
  • Apr 1, 2012 2:33pm Apr 1, 2012 2:33pm
Quoting inad07
the upcoming period
I'm not exactly sure what you are trying to do.
Are wanting to use the the current period and the previous period to predict the future period value?

Looking at what you are trying to with MathMax() function it will only accept 2 parameters.

Arrays would be the best way to do this as you have the ability to Sort and has an ArrayMaximum() and ArrayMinimum() function.
  • #6
  • Last Post: Apr 1, 2012 3:14pm Apr 1, 2012 3:14pm
thanks for your answer!

for what reason i'm trying to do this doesn't really matter as it is just a general question.

i'm looking for the maximum ATR of the previous period

Max(a=iATR(EURUSD,...) ; b=iATR(EURGBP,...)) <--- t=-1

and then i'd like to know, how this ATR has changed compared to the current period (t=0)

thanks!
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