Hi,
I seem to have problem normalising my pip values across currency pairs when I am back testing.
How would you get a normalised ATR value in pips across different pairs with different decimal point placements?
How would you tweak the below to normalise the Pips values?
Eg. EUR/USD with an ATR of 0.0012, and USD/JPY with an ATR of 0.12
return different values based on my back tests.
Any help would be greatly appreciated.




