namespace QuanTAlib; public class Atr : AbstractBarBase { private readonly Ema _ma; private double _prevClose, _p_prevClose; public Atr(int period) : base() { if (period < 1) { throw new ArgumentOutOfRangeException(nameof(period), "Period must be greater than or equal to 1."); } _ma = new(1.0/period); WarmupPeriod = _ma.WarmupPeriod; Name = $"ATR({period})"; } public Atr(object source, int period) : this(period) { var pubEvent = source.GetType().GetEvent("Pub"); pubEvent?.AddEventHandler(source, new BarSignal(Sub)); } public override void Init() { base.Init(); _ma.Init(); _prevClose = double.NaN; } protected override void ManageState(bool isNew) { if (isNew) { _index++; _p_prevClose = _prevClose; } else { _prevClose = _p_prevClose; } } protected override double Calculation() { ManageState(Input.IsNew); double trueRange = Math.Max( Math.Max( Input.High - Input.Low, Math.Abs(Input.High - _prevClose) ), Math.Abs(Input.Low - _prevClose) ); if (_index < 2) { trueRange = Input.High - Input.Low; } TValue emaTrueRange = _ma.Calc(new TValue(Input.Time, trueRange, Input.IsNew)); IsHot = _ma.IsHot; _prevClose = Input.Close; return emaTrueRange.Value; } }