UPDATE: • added a mean version of atr using fractional lengths (requested by IvanLabrie): • uses slow length property for setup. • added Average Dayly Range (ADR) (requested by IvanLabrie) • uses fast length property for setup. • added Average Weekly Range (AWR) • uses fast length property for setup. • added Average Monthly Range (AMR) • uses fast length property for setup. • added Average Yearly Range (AYR) • uses fast length property for setup.
Will come really handy. Thanks.