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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

Name Type Description
marketSeries MarketSeries
periods int Period of moving average to use for Average True Range caluclation.
maType MovingAverageType Type of moving average to use for Average True Range caluclation.

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

Name Type Description
periods int Period of moving average to use for Average True Range caluclation.
maType MovingAverageType Type of moving average to use for Average True Range caluclation.

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

Name Type Description
bars Bars
periods int
maType MovingAverageType

Return Value

AverageTrueRange

Declaring Type

cAlgo.API.Internals.IIndicatorsAccessor


Last update: July 1, 2022

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