nRange
a lookback window for the range
computation. A number above 7 results in the following
computation: take the difference between the nRange max
high and min low. Add up that value, that value lagged by
nRange+1, nRange*2, nRange*3, and nRange*4, and divide by
25. If nRange is 7 or less, the daily range is instead
computed as the 5-day SMA of the following quantity: for
each day, take the maximum of the difference between the
high and low, or the absolute difference between current
and previous close. Multiply that final quantity by .16.