I have some indicator calculation questions:

- how NATR (normalized ATR) is calculated in report with ATR,TR and price
It appears this would be NATR = 100 x (ATR/close) but I dont get in the same value if I plot the indicators on chart and try compare the above result with its NATR shown in indicator.

- Standard deviation uses an argument 'double nbDev'. What does this mean ?

double[] com.dukascopy.api.IIndicators.stdDev(Instrument instrument, Period period, OfferSide side, AppliedPrice appliedPrice, int timePeriod, double nbDev, Filter filter, int numberOfCandlesBefore, long time, int numberOfCandlesAfter) throws JFException

- I can not get in find out sensitive interpretation and use of the Linear regresion Slope and Angle as well as Time Series Forecast/TSF. While I have some basic info about these, I am head-stone and want full info about their usage. I suppose you use a standard to code indicators. Can you help and point to such links so I can digest without to disturb you more ?

Thank you,

Hi,
The following formula is used for NATR indicator calculation: NATR = (ATR(period) / Close) * 100
Make sure both NATR and ATR indicators use the same time period. Bar close is displayed in the left upper corner of the screen when you move the mouse over it (C:...).

Parameter nbDev describes the number of deviations.

Unfortunately we don't have the detailed description of Linear regresion Slope and Angle and Time Series Forecast/TSF indicators.
General information on indicators is located here: https://www.dukascopy.com/wiki/index.php/Indicators
You might also need to have a look at the TA- Lib website for more information: https://ta-lib.org/