Wilder ATR. The first value is the SMA of the first period consecutive
finite true ranges, so on complete data it lands at index period-1. A missing
or overflowing true range leaves its own slot NaN and keeps the average, and
the next finite one carries on from it: a gap costs only the bars it covers.
Wilder ATR. The first value is the SMA of the first
periodconsecutive finite true ranges, so on complete data it lands at index period-1. A missing or overflowing true range leaves its own slot NaN and keeps the average, and the next finite one carries on from it: a gap costs only the bars it covers.