Implement Intraday Range (IR) - absolute and relative #155
Description
Hello,
These indicator (Intraday Range) is quite simple and is described in
https://tradethatswing.com/which-is-better-average-true-range-atr-average-day-range-adr-or-intraday-range-ir/
It exists in 2 flavors :
- dollar (or any quote currency)
- % (relative)
It only takes current bar as input.
Maybe an implementation with a more general indicator should be implemented and pass a lambda function to create these kind of specific indicators.
Any opinion?
Kind regards