AverageTrueRange

private AverageTrueRange averageTrueRange;

protected override void OnStart()
{
    averageTrueRange = Indicators.AverageTrueRange(Periods, MAType);
}

protected override void OnTick()
{
    // if the 14 day Average True Range is higher than 0.002
    if(averageTrueRange.Result.LastValue >= ATRValue)
    {
        // Do Something
    }
}

import clr

clr.AddReference("cAlgo.API")

# Import cAlgo API types
from cAlgo.API import *
# Import trading wrapper functions
from robot_wrapper import *

class Test():
    def on_start(self):
        self.averageTrueRange = api.Indicators.AverageTrueRange(api.Periods, api.MAType)

    def on_tick(self):
        if self.averageTrueRange.Result.LastValue >= api.ATRValue:
            # Do Something
            api.Print("Average True Range is above the threshold")

{
  "Parameters": [
    {
      "Name": "Periods",
      "Type": "Integer",
      "DefaultValue": 14
    },
    {
      "Name": "ATRValue",
      "Type": "Double",
      "DefaultValue": 0.002
    },
    {
      "Name": "MAType",
      "DisplayName": "MA Type",
      "Type": "Enum",
      "EnumTypeFullName": "cAlgo.API.MovingAverageType",
      "DefaultValue": "Exponential"
    }
  ]
}

using cAlgo.API;
using cAlgo.API.Indicators;
using System;

namespace cAlgo.Robots
{
    // This sample cBot shows how to use an Average True Range indicator
    public partial class AverageTrueRangeSample : Robot
    {
        private double _volumeInUnits;

        private AverageTrueRange _averageTrueRange;

        public Position[] BotPositions
        {
            get
            {
                return Positions.FindAll(Label);
            }
        }

        protected override void OnStart()
        {
            _volumeInUnits = Symbol.QuantityToVolumeInUnits(VolumeInLots);

            _averageTrueRange = Indicators.AverageTrueRange(14, MovingAverageType.Exponential);
        }

        protected override void OnBar()
        {
            if (Bars.ClosePrices.Last(1) > Bars.OpenPrices.Last(1) && Bars.ClosePrices.Last(2) < Bars.OpenPrices.Last(2))
            {
                ClosePositions(TradeType.Sell);

                ExecuteOrder(TradeType.Buy);
            }
            else if (Bars.ClosePrices.Last(1) < Bars.OpenPrices.Last(1) && Bars.ClosePrices.Last(2) > Bars.OpenPrices.Last(2))
            {
                ClosePositions(TradeType.Buy);

                ExecuteOrder(TradeType.Sell);
            }
        }

        private void ClosePositions(TradeType tradeType)
        {
            foreach (var position in BotPositions)
            {
                if (position.TradeType != tradeType) continue;

                ClosePosition(position);
            }
        }

        private void ExecuteOrder(TradeType tradeType)
        {
            var atrInPips = _averageTrueRange.Result.Last(1) * (Symbol.TickSize / Symbol.PipSize * Math.Pow(10, Symbol.Digits));

            var stopLossInPips = atrInPips * 2;
            var takeProfitInPips = stopLossInPips * 2;

            ExecuteMarketOrder(tradeType, SymbolName, _volumeInUnits, Label, stopLossInPips, takeProfitInPips);
        }
    }
}

import clr

clr.AddReference("cAlgo.API")

# Import cAlgo API types
from cAlgo.API import *

# Import trading wrapper functions
from robot_wrapper import *

class AverageTrueRangeSample():
    def on_start(self):
        self.volumeInUnits = api.Symbol.QuantityToVolumeInUnits(api.VolumeInLots)
        self.averageTrueRange = api.Indicators.AverageTrueRange(14, MovingAverageType.Exponential)

    def on_bar_closed(self):
        if api.Bars.ClosePrices.Last(0) > api.Bars.OpenPrices.Last(0) and api.Bars.ClosePrices.Last(1) < api.Bars.OpenPrices.Last(1):
            self.close_positions(TradeType.Sell)
            self.execute_order(TradeType.Buy)
        elif api.Bars.ClosePrices.Last(0) < api.Bars.OpenPrices.Last(0) and api.Bars.ClosePrices.Last(1) > api.Bars.OpenPrices.Last(1):
            self.close_positions(TradeType.Buy)
            self.execute_order(TradeType.Sell)

    def get_bot_positions(self):
        return api.Positions.FindAll(api.Label)

    def close_positions(self, tradeType):
        for position in self.get_bot_positions():
            if position.TradeType != tradeType:
                continue
            api.ClosePosition(position)

    def execute_order(self, tradeType):
        atrInPips = self.averageTrueRange.Result.Last(0) * (api.Symbol.TickSize / api.Symbol.PipSize * pow(10, api.Symbol.Digits))

        stopLossInPips = atrInPips * 2
        takeProfitInPips = stopLossInPips * 2

        api.ExecuteMarketOrder(tradeType, api.SymbolName, self.volumeInUnits, api.Label, stopLossInPips, takeProfitInPips)

{
  "AccessRights": "None",
  "TimeZone": "UTC",
  "Parameters": [
    {
      "Name": "VolumeInLots",
      "DisplayName": "Volume (Lots)",
      "Type": "Double",
      "DefaultValue": 0.01
    },
    {
      "Name": "Label",
      "Type": "String",
      "DefaultValue": "Sample"
    }
  ]
}