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Average True Range (ATR)

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A measure of volatility introduced by Welles Wilder in his book: New Concepts in Technical Trading Systems.


The True Range indicator is the greatest of the following:

-current high less the current low.

-the absolute value of the current high less the previous close.

-the absolute value of the current low less the previous close.


The Average True Range is a moving average (generally 14-days) of the True Ranges.


... Courtesy of Investopedia




ATR(int period)
ATR(IDataSeries input, int period)


Returns default value
ATR(int period)[int barsAgo]
ATR(IDataSeries input, int period)[int barsAgo]



Return Value

double; Accessing this method via an index value [int barsAgo] returns the indicator value of the referenced bar.





Indicator source data (?)


Number of bars used in the calculation




// Prints the current value of a 20 period ATR using default price type
double value = ATR(20)[0];
Print("The current ATR value is " + value.ToString());



Source Code

You can view this indicator method source code by selecting the menu Tools > Edit NinjaScript > Indicator within the NinjaTrader Control Center window.