# SQL Sequence Window Aggregate Average True Range (ATR) Function

> The `seq_window_agg_atr()` function is calculated using the True Range and the iterative algorithm defined below (see http://en.wikipedia.org/wiki/Moving_average)

> The true range is the largest of the:

> > • Most recent period's high minus the most recent period's low

> > • Absolute value of the most recent period's high minus the previous close

> > • Absolute value of the most recent period's low minus the previous close

> The ATR at the moment of time t is calculated using the following formula:

> The first ATR value is calculated using the arithmetic mean formula:

> Following is an example script demonstrating this function:

>         SELECT symbol, seq_search(day, 20130101, 20130331) as Q1_13,
>             volume@Q1_13 as "Volume_Q1_13",
>             seq_window_agg_atr(volume@Q1_13, 7) as "atr_Q1_13"
>         FROM Quote WHERE symbol='SYM0';

>         symbol
>         Q1_13{}
>         Volume_Q1_13
>         atr_Q1_13
>         ------------------------------------------------------------------------------
>         SYM0
>            {20130101, 20130104, 20130106, 20130110, 20130123, 20130125, 20130129,
>         20130213, 20130214, 20130216, 20130311, 20130326}
>         {335, 808, 45, 402, 732, 48, 805, 450, 385, 420, 367, 69}
>         {335.00, 571.50, 396.00, 397.50, 464.40, 395.00,
>            453.57, 453.06, 443.34, 440.00, 429.57, 378.06}

> Note that the first 6 values for `seq_window_agg_atr()` (highlighted) should be ignored for this interval of 7. (Please see the Window versus Grid Aggregate page for a more detailed explanation.)

> ## Sample script

> A sample script to demonstrate this `select` statement using xSQL can be run from the `samples/xsql/scripts/financial` directory with the following command:

>         g 11