I would like to find out how the ATR indicator works. At the minimum I would like to know whether it calculates geometrically weighted or simple moving average. Wiki and Java Docs do not answer this question. I am trying to find the source code for it but so far unsuccessfully. The indicator is developed by T-lib according to
https://ta-lib.org/function.htmlIt is NOT in ta-lib-0.4.4dc.jar and it is not in JForex-API-2.6.17-sources.jar.
thank you.