,

@dorothea

Here is an example code in Fortran to compute the Average True Range (ATR) based on the True Range values:

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program ATR implicit none integer :: i, n real :: high(100), low(100), close(100) real :: TR(100), ATR(100) ! Input values for high, low, close data n = 100 do i = 1, n high(i) = !insert high value for day i! low(i) = !insert low value for day i! close(i) = !insert close value for day i! end do ! Calculate True Range for each day TR(1) = high(1) - low(1) do i = 2, n TR(i) = maxval([high(i) - low(i), abs(close(i-1) - high(i)), abs(close(i-1) - low(i))]) end do ! Calculate ATR for each day using Wilder's smoothing method ATR(1) = TR(1) do i = 2, n ATR(i) = (ATR(i-1)*(n-1) + TR(i)) / real(n) end do ! Print out ATR values for each day do i = 1, n print *, 'Day ', i, ' ATR = ', ATR(i) end do end program ATR |

Make sure to replace the placeholders `!insert high/low/close value for day i!`

with the actual values for your data. This code assumes that you have the high, low, and close values for each day stored in arrays `high`

, `low`

, and `close`

respectively. It calculates the True Range for each day and then computes the Average True Range using Wilder's smoothing method.

Feel free to adjust the code to suit your specific requirements or data format.

15

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