Firetron’s XTR

Finds the average, maximum, median, or minimum true range or percent true range.
Supports specifying a fraction of the range to use.
Supports any period there is price data for, not capped at 200.
Supports true percent range.

Custom Command Dependencies:
Firetron’s FractionGrab
Firetron’s Median

Test code:

if not Load('done', false) then

  local period      = -1
  local interval    = 10
  local fullCandles = true
  local market      = PriceMarket()
  local hlcStyle    = false

  local medianHighPercent = CC_XTR('median', period, interval, fullCandles, market, hlcStyle, 8, 8, true)

  Log(' ')
  Log(medianHighPercent..' ('..Round(medianHighPercent * 100, 2)..'%)')
  Log('Median High True Percent Range:')
  Log(' ')

  local medianHigh = CC_XTR('median', period, interval, fullCandles, market, hlcStyle, 8, 8, false)

  Log(medianHigh)
  Log('Median High True Range:')
  Log(' ')

  local minimum = CC_XTR('minimum', period, interval, fullCandles, market, hlcStyle, 1, 1, false)

  Log(minimum)
  Log('Minimum True Range:')
  Log(' ')

  local median = CC_XTR('median', period, interval, fullCandles, market, hlcStyle, 1, 1, false)

  Log(median)
  Log('Median True Range:')
  Log(' ')

  local maximumPercent = CC_XTR('maximum', period, interval, fullCandles, market, hlcStyle, 1, 1, true)

  Log(maximumPercent..' ('..Round(maximumPercent * 100, 2)..'%)')
  Log('Maximum True Percent Range:')
  Log(' ')

  local maximum = CC_XTR('maximum', period, interval, fullCandles, market, hlcStyle, 1, 1, false)

  Log(maximum)
  Log('Maximum True Range:')
  Log(' ')

  local average = CC_XTR('average', period, interval, fullCandles, market, hlcStyle, 1, 1, false)

  Log(average)
  Log('Average True Range:')
  Log(' ')

  Save('done', true)

end