persistable sclass ATR extends CandleBasedIndicator<Double> {

  // For first phase

  new Average initialAverage;

  // For second phase

  settable SmoothedMovingAverage sma;

  // TR value

  settable double tr = Double.NaN;

  // ATR value

  settable double atr = Double.NaN;

  // ATR values collected as ticker

  gettable TickerSequence atrHistory = new TickerSequence("ATR");

  Double value() { ret atr(); }

  *(int *length) {}

  {

    length = 14;

    onCandleAdded((IVF1<TradingCandle>) candle -> {

      var x = candle.move();

      var u = max(x, 0.0);

      var d = neg(min(x, 0.0));

      // Calculate TR

      if (candles().size() < 2) ret;

      tr(trueRange(ll(candles().nextToLast(), candles().last())));

      if (initialAverage.count() < length())

        ret with initialAverage.add(tr);

      if (sma == null) {

        sma(new SmoothedMovingAverage(length()));

        sma().add(initialAverage!);

      } else

        sma().add(tr);

      atr(sma()!);

      long time = candle.endTime().toLong();

      atrHistory?.addIfPriceChanged(atr, time);

    });

  }

  TickerSequence asTicker(L<TradingCandle> candles) {

    feed(candles);

    ret atrHistory;

  }

  void reset :: after {

    resetFields(this, "initialAverage sma tr atr atrHistory");

  }

}