IndicatorExtensions.MAX() for TrueRange


I want to have the greatest range value among previous five bars. I calculate the TrueRange indicator and use the IndicatorExtension MAX.

1) It finds a value I couldn't understand where it comes from. Ranges are below 0.01 but MAX value is something at a price level like 1.15__

2) Why the TR_MAX IsReady before the inputted period? I entered five and it is ready in the second bar.



Update Backtest

Hi Atacan, for indicator helper method self.TR(), the value will be updated automatically, you don't need self.RegisterIndicator() here. Otherwise, the indicator will be updated twice with the same value. That's why your indicator is ready before the inputted period. Now the value of the indicator looks reasonable.

If you use the indicator constructor here = TrueRange("TrueRange"), you can use self.RegisterIndicator(eurusd.Symbol,, self.resolution) to update the indicator.


Update Backtest


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