v3
Added:
New function: f_wickSize() - A function to get the average size of upper and lower wicks over time. This can be more useful than the standard ATR in evaluating the spikiness of an asset or in calculating stops.
f_wickSize(_open, _high, _low, _close, _ohlc4, _length, _length2)
Parameters:
_open - The Open of the candle. Defaults to the Open on the chart timeframe. Included for HTF compatibility.
_high - The High of the candle. Defaults to the High on the chart timeframe. Included for HTF compatibility.
_low - The Low of the candle. Defaults to the Low on the chart timeframe. Included for HTF compatibility.
_close - The Close of the candle. Defaults to the Close on the chart timeframe. Included for HTF compatibility.
_ohlc4 - The OHLC4 of the candle. Defaults to the OHLC4 on the chart timeframe. Included for HTF compatibility.
_length - The length for the RMA of wicks.
_length2 - The length for the EMA of OHLC4.
Returns - Two floats for the absolute values of the average upper and lower candle wicks.