AVERAge True range

#1
ATR based AFL

Anybody design this afl

Lookback period should be adjustible

ATR parameter should be adjustible

New UpMove starts when price moves 2.5 ATRs
up from the lowest low or lowest close over 15-period look-back.

New Downmove starts when price moves 2.5 ATRs down from the
highest high or highest close over 15-period look back period

Regards
 

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