Here's an excerpt of the ATR source for reference (...\My Documents\NinjaTrader 6.5\bin\Custom\Indicator\@ATR.cs):
private ATR[] cacheATR = null; private static ATR checkATR = new ATR(); /// <summary> /// The Average True Range (ATR) is a measure of volatility. It was introduced by Welles Wilder in his book 'New Concepts in Technical Trading Systems' and has since been used as a component of many indicators and trading systems. /// </summary> /// <returns></returns> public ATR ATR(Data.IDataSeries input, int period) { checkATR.Period = period; period = checkATR.Period;
Thanks,
Erik P
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