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Wilder ATR
Source: https://fxcodebase.com/code/viewtopic.php?f=38&t=64344
Forum: 38 · Topic 64344 · 1 post(s)
Wilder ATR
Alexander.Gettinger · Wed Jan 25, 2017 1:37 pm
Formula: Wilder ATR=MA(TR) with [Length] number of periods and [Method] type, where TR - true range, TR is a maximum(hl, hc, lc), hl[i] = High[i]-Low[i], hc[i] = High[i]-Close[i-1], lc[i] = Close[i-1]-Low[i].
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