/// <inheritdoc />
public MovingRange(IIndicator <IPriceHL> source, int period)
{
Source = source;
Period = period;
High = Source.Transform(p => p.High);
Low = Source.Transform(p => p.Low);
Hhv = High.HighestValue(Period);
Llv = Low.LowestValue(Period);
Source.Update += SourceOnUpdate;
}