custom period ATR idicator

 

hello, I'm looking for an ATR indicator that is of a personalized period. Currently the ATR indicators take the last bars that you determine and calculate the average, I want to keep this, but for a specific period over the days, for example the opening of london until NY opening of the last 3 days. does anyone know where i can find it? or someone who can do it?

 
Cmuller:

hello, I'm looking for an ATR indicator that is of a personalized period. Currently the ATR indicators take the last bars that you determine and calculate the average, I want to keep this, but for a specific period over the days, for example the opening of london until NY opening of the last 3 days. does anyone know where i can find it? or someone who can do it?

It is not ATR (does not consider previous closings), but I made this code to use in EA. If it's useful for you, feel free to copy and edit.

Average Intraday Range
Average Intraday Range
  • www.mql5.com
Calculates the average range of prices (in points) for intraday periods.