Window Aggregate ATR C Function

The Average True Range (ATR) C API mco_seq_window_agg_atr_TYPE() calculates the ATR using the True Range algorithm described in the Window Aggregate ATR page.

Example

Following is an example code snippet demonstrating this function:

 
    {
        mco_trans_h trans;
        mco_cursor_t quote_cursor;
        Quote quote;
        mco_seq_iterator_t close_iterator, atr_iterator;
        MCO_RET rc;
        ...
         
        for (rc = mco_cursor_first(trans, &quote_cursor); 
            rc != MCO_S_CURSOR_END; 
            rc = mco_cursor_next(trans, &quote_cursor)) 
        {
            Quote_from_cursor(trans, &quote_cursor, &quote);
            Quote_close_iterator(&quote, &close_iterator);
             
            mco_seq_window_agg_atr_float(&atr_iterator, &close_iterator[0], 7);
            ...
        }
        mco_trans_commit(trans);
    }