A) consider using iATR for Average Range (it takes gaps into account)
B)
double highestLast14 = High[iHighest(NULL, 0, MODE_HIGH, 14, index)]; double lowestLast14 = Low [iLowest (NULL, 0, MODE_LOW , 14, index)];
NB Just typed, not compiled or checked
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I want to tell MT4 market is ranging by comparing the Average Range for the last N period/days against the High and Low for the last N period/days.
Getting the Average Range I can do using
for (NPeriod=shift ; Nperiod<=shift+11; Nperiodr++) {
AvgRange=AvgRange+(High[Nperiod]-Low[Nperiod]);
But how do i tell MT4 what the High and Lows are for the last N period/days?
Hope someone out there can help me out.