Average True Range (ATR)

Author
J. Welles Wilder

Reference
Book New Concepts in Technical Trading Systems [Amazon.com]
by J. Welles Wilder; Trend Research. ISBN:0894590278

Interpretation / Algorithm
Average True Range with Metastock screenshot [paritech.com]
Description with math formula [FMLabs.com]
Technical Analysis A to Z by Steven B. Achelis [equis.com]
Technical Analysis Studies [prophet.net]

Product Implementation	Function / Formula / Script / Source Code
Genius Trader [geniustrader.org]	PERL Script - GT::Indicators::ATR [geniustrader.org]
TA-Lib [ta-lib.org]	C/C++ Source Code - TA_ATR()
Wealth-Lab [wealth-lab.com]	ChartScripts using ATRP [wealth-lab.com] ChartScripts using ATR [wealth-lab.com]

Related Links
Technical Analysis Studies - Wilders Volatility Index [prophet.net]