Rounding ATR levels to the nearest quarter FUTURES help

grapetux

Member
Hi there, I'm attempting to plot the below ATR levels but have the values round to the nearest quarter point to align nicely with buy/sell orders for trading /MES
Here's the code Im using for the ATR levels:

##ATR LEVELS STUDY###
input aggregationPeriod = AggregationPeriod.day;
input showOnlyLastPeriod = yes;

def prevPrice = open(period = aggregationPeriod)[-1];
def price = open(period = aggregationPeriod);
plot monthlyOpen = if showOnlyLastPeriod and !IsNaN(prevPrice) then Double.NaN else price;
monthlyOpen.setDefaultColor(createcolor(145,120,0));
monthlyOpen.setLineWeight(3);

def open = open(period = aggregationPeriod);
def high = high(period = aggregationPeriod);
def low = low(period = aggregationPeriod);
def dayrange = (high - low);

def r1 = dayrange[1];
def r2 = dayrange[2];
def r3 = dayrange[3];
def r4 = dayrange[4];
def r5 = dayrange[5];
def r6 = dayrange[6];
def r7 = dayrange[7];
def r8 = dayrange[8];
def r9 = dayrange[9];
def r10 = dayrange[10];

def adr_10 = (r1 + r2 + r3 + r4 + r5 + r6 + r7 + r8 + r9 + r10) / 10;
def adr_5 = (r1 + r2 + r3 + r4 + r5) / 5;

def hl1 = (open + (adr_10 / 2));
def ll1 = (open - (adr_10 / 2));

def gg= hl1-open;

##lines##
def h= adr_10/2; #half ATR
def q= adr_10/4; #quarter ATR
def e= adr_10/8; #eighth ATR
def s= adr_10/16; #sixteenth ATR

#targets##
addlabel(1," " + "1xx " +roundup(s) + " // " + "2xx " +roundup(e) + " // "+ "4xx " +roundup(q) + " ", color.gray);
addlabel(1," " + "1conSL: " +s*5+ " // " + "2conSL: " +roundup(s*10) + " // " + "5conSL: " +roundup(s*25)+ " // " + "10conSL: " +s*50 + " " , color.gray);


#Eighths ATR
plot e1= open+e;
e1.setDefaultColor(createcolor(95,95,95));
e1.setStyle(curve.short_dash);
plot e3= open+e*3;
e3.setDefaultColor(createcolor(95,95,95));
e3.setStyle(curve.short_dash);
plot e5= open+e*5;
e5.setDefaultColor(createcolor(95,95,95));
e5.setStyle(curve.short_dash);
plot e7= open+e*7;
e7.setDefaultColor(createcolor(95,95,95));
e7.setStyle(curve.short_dash);
plot ex1= open-e;
ex1.setDefaultColor(createcolor(95,95,95));
ex1.setStyle(curve.short_dash);
plot ex3= open-e*3;
ex3.setDefaultColor(createcolor(95,95,95));
ex3.setStyle(curve.short_dash);
plot ex5= open-e*5;
ex5.setDefaultColor(createcolor(95,95,95));
ex5.setStyle(curve.short_dash);
plot ex7= open-e*7;
ex7.setDefaultColor(createcolor(95,95,95));
ex7.setStyle(curve.short_dash);


#quarter ATR
plot q1= open+q;
q1.setDefaultColor(createcolor(115,115,115));
q1.setStyle(curve.firm);
q1.setLineWeight(1);
plot q2= open+q*2;
q2.setDefaultColor(createcolor(115,115,115));
q2.setStyle(curve.firm);
q2.setLineWeight(1);
plot q3= open+q*3;
q3.setDefaultColor(createcolor(115,115,115));
q3.setStyle(curve.firm);
q3.setLineWeight(1);
plot qx1= open-q;
qx1.setDefaultColor(createcolor(115,115,115));
qx1.setStyle(curve.firm);
qx1.setLineWeight(1);
plot qx2= open-q*2;
qx2.setDefaultColor(createcolor(115,115,115));
qx2.setStyle(curve.firm);
qx2.setLineWeight(1);
plot qx3= open-q*3;
qx3.setDefaultColor(createcolor(115,115,115));
qx3.setStyle(curve.firm);
qx3.setLineWeight(1);

#sixteenth ATRs
plot s1= open+s;
s1.setDefaultColor(createcolor(85,85,85));
s1.setStyle(curve.short_dash);
plot s3= open+s*3;
s3.setDefaultColor(createcolor(85,85,85));
s3.setStyle(curve.short_dash);
plot s5= open+s*5;
s5.setDefaultColor(createcolor(85,85,85));
s5.setStyle(curve.short_dash);
plot s7= open+s*7;
s7.setDefaultColor(createcolor(85,85,85));
s7.setStyle(curve.short_dash);
plot s9= open+s*9;
s9.setDefaultColor(createcolor(85,85,85));
s9.setStyle(curve.short_dash);
plot s11= open+s*11;
s11.setDefaultColor(createcolor(85,85,85));
s11.setStyle(curve.short_dash);
plot s13= open+s*13;
s13.setDefaultColor(createcolor(85,85,85));
s13.setStyle(curve.short_dash);
plot s15= open+s*15;
s15.setDefaultColor(createcolor(85,85,85));
s15.setStyle(curve.short_dash);


plot sx1= open-s;
sx1.setDefaultColor(createcolor(85,85,85));
sx1.setStyle(curve.short_dash);
plot sx3= open-s*3;
sx3.setDefaultColor(createcolor(85,85,85));
sx3.setStyle(curve.short_dash);
plot sx5= open-s*5;
sx5.setDefaultColor(createcolor(85,85,85));
sx5.setStyle(curve.short_dash);
plot sx7= open-s*7;
sx7.setDefaultColor(createcolor(85,85,85));
sx7.setStyle(curve.short_dash);
plot sx9= open-s*9;
sx9.setDefaultColor(createcolor(85,85,85));
sx9.setStyle(curve.short_dash);
plot sx11= open-s*11;
sx11.setDefaultColor(createcolor(85,85,85));
sx11.setStyle(curve.short_dash);
plot sx13= open-s*13;
sx13.setDefaultColor(createcolor(85,85,85));
sx13.setStyle(curve.short_dash);
plot sx15= open-s*15;
sx15.setDefaultColor(createcolor(85,85,85));
sx15.setStyle(curve.short_dash);

#half ATR
plot h1 = open +h;
plot hx1 = open -h;
#top and bottom
plot top = open+adr_10;
plot bottom = open-adr_10;


#upper2.setdefaultColor(createcolor(95,95,95));

Always appreciate the help!
Cheers
 
Last edited by a moderator:

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