Atr

quantower/Volatility/AtrIndicator.cs

@@ -0,0 +1,23 @@
+using TradingPlatform.BusinessLayer;
+namespace QuanTAlib;
+
+public class AtrIndicator : IndicatorBarBase
+{
+    [InputParameter("Period", sortIndex: 1, 1, 2000, 1, 0)]
+    public int Period { get; set; } = 20;
+
+    private Atr? atr;
+    protected override AbstractBarBase QuanTAlib => atr!;
+    public override string ShortName => $"ATR {Period}";
+    public AtrIndicator()
+    {
+        Name = "ATR - Average True Range";
+        SeparateWindow = true;
+    }
+
+    protected override void InitIndicator()
+    {
+        atr = new(Period);
+        MinHistoryDepths = atr!.WarmupPeriod;
+    }
+}