Syntax
public APTR(Bars bars, int period, string description): base(bars, description)
public static APTR Series(Bars bars, int period)
Parameter Description
| bars | The Bars object |
| period | WilderMA Period |
Description
Average Percentage True Range (APTR) by Vitali Apirine from
November 2015 issue issue of Technical Analysis of Stocks & Commodities magazine is a normalized
ATR indicator similar to
ATRP. Since
ATR uses absolute price changes, its values are not comparable across different markets. Like
ATRP, the APTR can be used to compare ATR values with other securities, helping identify which markets are more volatile relative to other markets.
Example
Please refer to
TASC November 2015 issue, "Average Percentage True Range (Apirine)".