Implement Intraday Range (IR) - absolute and relative

[femtotrader]

Hello,

These indicator (Intraday Range) is quite simple and is described in https://tradethatswing.com/which-is-better-average-true-range-atr-average-day-range-adr-or-intraday-range-ir/

It exists in 2 flavors :

• dollar (or any quote currency)
• % (relative)

It only takes current bar as input.

Maybe an implementation with a more general indicator should be implemented and pass a lambda function to create these kind of specific indicators.

Any opinion?

Kind regards