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Implement Intraday Range (IR) - absolute and relative #155

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femtotrader opened this issue Jul 13, 2024 · 0 comments · May be fixed by #156
Open

Implement Intraday Range (IR) - absolute and relative #155

femtotrader opened this issue Jul 13, 2024 · 0 comments · May be fixed by #156

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@femtotrader
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femtotrader commented Jul 13, 2024 •
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Hello,

These indicator (Intraday Range) is quite simple and is described in
https://tradethatswing.com/which-is-better-average-true-range-atr-average-day-range-adr-or-intraday-range-ir/

It exists in 2 flavors :

  • dollar (or any quote currency)
  • % (relative)

It only takes current bar as input.

Maybe an implementation with a more general indicator should be implemented and pass a lambda function to create these kind of specific indicators.

Any opinion?

Kind regards
@femtotrader femtotrader changed the title Implement Average Day Range (ADR) and Intraday Range (IR) Implement Intraday Range (IR) Jul 13, 2024
@femtotrader femtotrader changed the title Implement Intraday Range (IR) Implement Intraday Range (IR) - absolute and relative Jul 13, 2024
This was referenced Jul 13, 2024
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Implements IntradayRange (IR) RelativeIntradayRange (RIR) femtotrader/talipp
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@femtotrader