True Range (TR) of a traded asset over a number of periods.
|Visual Basic (Declaration)|| |
Public Overloads Shared Function TrueRange( _
ByVal s As Series _
) As Series
- A financial series where the first element contain the prices of last trading period,
the second element represents the prices of the previous periods and so on. Please note that in order
to calculate this indicator the elements of the financial series must contain
High, Low and Close values.
An array where the k-term corresponds to the True Range (TR) on the k-th previous period.