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Miha Kralj
2026-01-31 14:05:53 -08:00
parent 51e885a4a6
commit 5ed4b6c0fc
102 changed files with 2883 additions and 593 deletions
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lib/volatility/adr/Adr.cs
+4 -10
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@@ -6,18 +6,12 @@ namespace QuanTAlib;
/// ADR: Average Daily Range
/// </summary>
/// <remarks>
/// ADR measures the average price movement range over a specified period.
/// Unlike ATR, ADR uses only the High-Low range without accounting for gaps.
/// Smoothed average of High-Low ranges; simpler than ATR (no gap accounting).
/// Supports SMA/EMA/WMA smoothing methods.
///
/// Calculation:
/// 1. Daily Range = High - Low
/// 2. ADR = MA(Daily Range, period)
///
/// Supports three smoothing methods:
/// - SMA (Simple Moving Average) - default
/// - EMA (Exponential Moving Average)
/// - WMA (Weighted Moving Average)
/// Calculation: <c>ADR = MA(High - Low, period)</c>.
/// </remarks>
/// <seealso href="Adr.md">Detailed documentation</seealso>
[SkipLocalsInit]
public sealed class Adr : AbstractBase
{