Wilder ATR

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Wilder ATR

Postby 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].

Wilder_ATR.png


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Alexander.Gettinger
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