SeasonAlgo Forum

Can the Average True Range calculation be added to the studies, or is there a way I can copy 20 days worth of data to a spreadsheet to do the calculation?

The problem is that for ATR calculation you need to have OHLC which we don't have for spreads, we have only close value.

How about copying multiple days worth of data to a spreadsheet to do a calculation? Is there a table format for the data somewhere?

To create OHLC for spread, you need intraday data, which we don't have. So it's not possible

But what if I simply wanted to download 20 days of closes?

Thanks!

Sorry, we are not data provider, we can't give data for download.