A double array where a first term contains the value of the highest traded price during the last trading period considered, the second terms contains the highest traded price in the previous trading periods and on so.
lows
A double array where a first term contains the value of the lowest traded price during the last trading period considered, the second terms contains the lowest traded price in the previous trading periods and on so.
closing
A double array where a first term contains the value of the closing price during the last trading period considered, the second terms contains the closing price in the previous trading periods and on so.
Return Value
An array where the k-term corresponds to the True Range (TR) on the k-th previous period.
Remarks
This method is a convenient means by
which you are able to apply TrueRange over a number of consecutive periods.
Thrown if the length of the array parameters high, low or closing, is not the same or if any elements of any one of these array's has a negative element.