Category

Indicator Functions

Description

Wilder's Average True Range

Syntax

ATR(len)

Parameters

len - formula specifying of a number of bars

Notes

Calculation uses the original Welles Wilder formula.

Wilder's exponential smoothing is equivalent to using 2*len-1 in a regular exponential moving average.

See also Self-Referential Items for an interesting example of how to calculate this indicator yourself.

 

 

 

 

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