How To Calculate Average True Range (ATR) VB.NET?

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Public Function CalculateATR(data As List(Of Decimal), period As Integer) As List(Of Decimal)
    Dim atrValues As New List(Of Decimal)

    For i As Integer = 0 To data.Count - 1
        If i >= period Then
            Dim atr As Decimal = CalculateCurrentATR(data, i, period)
            atrValues.Add(atr)
        Else
            atrValues.Add(0)
        End If
    Next

    Return atrValues
End Function

Private Function CalculateCurrentATR(data As List(Of Decimal), index As Integer, period As Integer) As Decimal
    Dim trueRangeValues As New List(Of Decimal)

    For i As Integer = index - period + 1 To index
        Dim trueRange As Decimal = CalculateTrueRange(data, i)
        trueRangeValues.Add(trueRange)
    Next

    Dim atr As Decimal = trueRangeValues.Average()
    Return atr
End Function

Private Function CalculateTrueRange(data As List(Of Decimal), index As Integer) As Decimal
    Dim high = data(index)
    Dim low = data(index)
    Dim close = data(index - 1)
    
    Dim trueRange1 = Math.Abs(high - low)
    Dim trueRange2 = Math.Abs(high - close)
    Dim trueRange3 = Math.Abs(low - close)
    
    Return Math.Max(Math.Max(trueRange1, trueRange2), trueRange3)
End Function