ATR
- average true range

Indicators
(AFL 1.3)


SYNTAX atr( period )
RETURNS ARRAY
FUNCTION Calculates Average True Range indicator
EXAMPLE atr(7)
SEE ALSO

Comments:

Bob Jagow
bjagow@charterr.net
2003-02-06 23:37:50
For other MAs, use ATR(1) to get the True Range.

E.g., MA(ATR(1),period), WMA(ATR(1),period), etc.
Tomasz Janeczko
tj --at-- amibroker.com
2005-02-03 06:46:39
Note that original formulation of ATR (the one that AmiBroker implements)
uses WILDERS smoothing (not simple moving average)

For more details check this page:
http://stockcharts.com/education/IndicatorAnalysis/indic_ATR.html

References:

The ATR function is used in the following formulas in AFL on-line library:

More information:

Updated on-line reference