Refactor AverageTrueRange code with TrueRange code

[femtotrader]

Expected Behavior

Avoid repeating code

Actual Behavior

Lean/Indicators/TrueRange.cs

Lines 72 to 84 in 2941210

	var greatest = input.High - input.Low;
	var value2 = Math.Abs(_previousInput.Close - input.High);
	if (value2 > greatest)
	greatest = value2;
	var value3 = Math.Abs(_previousInput.Close - input.Low);
	if (value3 > greatest)
	greatest = value3;
	_previousInput = input;
	return greatest;

Lean/Indicators/AverageTrueRange.cs

Lines 100 to 112 in 2941210

	public static decimal ComputeTrueRange(IBaseDataBar previous, IBaseDataBar current)
	{
	var range1 = current.High - current.Low;
	if (previous == null)
	{
	return range1;
	}
	var range2 = Math.Abs(current.High - previous.Close);
	var range3 = Math.Abs(current.Low - previous.Close);
	return Math.Max(range1, Math.Max(range2, range3));
	}

Looks very similar

Potential Solution

either

• uses TrueRange inside AverageTrueRange

or (probably harder in C#)

• creates a SmootherFactory which takes an indicator class and a moving average and return a "SmoothedIndicator" ie an indicator which can return values of internal indicator using the moving average which was defined.

This concept was experimented in Python with talipp in this PR https://github.com/nardew/talipp/pull/147/files

Reproducing the Problem

not concerned

System Information

Checklist

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