AverageTrueRange Method (3)¶

AverageTrueRange (1 of 3)¶

Summary¶

Average true range. An indicator providing the degree of price volatility.

Remarks¶

Average true range (ATR) is a technical analysis volatility indicator originally developed by J. Welles Wilder. The indicator provides the degree of price volatility. The average true range is an N-day exponential moving average of the true range values. Wilder recommended a 14-period smoothing.

Signature¶

1

public abstract AverageTrueRange AverageTrueRange(MarketSeries marketSeries, int periods, MovingAverageType maType)

Parameters¶

Return Value¶

AverageTrueRange

Declaring Type¶

cAlgo.API.Internals.IIndicatorsAccessor

AverageTrueRange (2 of 3)¶

Summary¶

Average true range. An indicator providing the degree of price volatility.

Remarks¶

Average true range (ATR) is a technical analysis volatility indicator originally developed by J. Welles Wilder. The indicator provides the degree of price volatility. The average true range is an N-day exponential moving average of the true range values. Wilder recommended a 14-period smoothing.

Signature¶

1

public abstract AverageTrueRange AverageTrueRange(int periods, MovingAverageType maType)

Parameters¶

Return Value¶

AverageTrueRange

Declaring Type¶

cAlgo.API.Internals.IIndicatorsAccessor

AverageTrueRange (3 of 3)¶

Signature¶

1

public abstract AverageTrueRange AverageTrueRange(Bars bars, int periods, MovingAverageType maType)

Parameters¶

Return Value¶

AverageTrueRange

Declaring Type¶

cAlgo.API.Internals.IIndicatorsAccessor