TR and ATR

Source/Basics/TR_Series.cs

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+namespace QuanTAlib;
+using System;
+
+/* <summary>
+TR: True Range
+    True Range was introduced by J. Welles Wilder in his book New Concepts in Technical Trading Systems.
+    It measures the daily range plus any gap from the closing price of the preceding day.
+
+Calculation:
+    d1 = ABS(High - Low)
+    d2 = ABS(High - Previous close)
+    d3 = ABS(Previous close - Low)
+    TR = MAX(d1,d2,d3)
+
+Sources:
+     https://www.macroption.com/true-range/
+
+</summary> */
+
+public class TR_Series : Single_TBars_Indicator
+{
+    private double _cm1 = double.NaN;
+    public TR_Series(TBars source, bool useNaN = false) : base(source, period:0, useNaN:useNaN) {
+        if (this._bars.Count > 0) { base.Add(this._bars); }
+    }
+
+    public override void Add((DateTime t, double o, double h, double l, double c, double v) TValue, bool update = false)
+    {
+        if (_cm1 is double.NaN) { _cm1 = TValue.c; }
+
+        double d1 = Math.Abs(TValue.h - TValue.l);
+        double d2 = Math.Abs(_cm1 - TValue.h);
+        double d3 = Math.Abs(_cm1 - TValue.l);
+        var ret = (TValue.t, (base.Count==0 && base._NaN) ? double.NaN : Math.Max(d1,Math.Max(d2,d3)) );
+        base.Add(ret, update);
+        _cm1 = TValue.c;
+    }
+}