Running (Average True Range) calculation in a column SQL - sql-server

Question

I have a dataset of price data and would like to get the calculation of the ongoing ATR (Average True Range) for all rows > 21. Row 21 is the AVG([TR]) from Rows 2-21 and is equal to 353.7.
The calculation that needs to be continuous for the rest of that [ATR_20] column will need to be:
ATR_20 (after row 21) = (([Previous ATR_20]*19)+[TR])/20
My dataset:
Date Open High Low Close TotalVolume Prev_Close TR_A TR_B TR_C TR ATR
2017-02-01 5961 5961 5425 5498 22689 NULL 536 NULL NULL NULL NULL
2017-02-02 5697 5868 5615 5734 22210 5498 253 370 117 370 NULL
2017-02-03 5742 5811 5560 5725 15852 5734 251 77 174 251 NULL
2017-02-06 5675 5679 5545 5554 9777 5725 134 46 180 180 NULL
2017-02-07 5597 5613 5426 5481 12692 5554 187 59 128 187 NULL
2017-02-08 5459 5630 5450 5625 9134 5481 180 149 31 180 NULL
2017-02-09 5615 5738 5532 5668 10630 5625 206 113 93 206 NULL
2017-02-10 5651 5661 5488 5602 9709 5668 173 7 180 180 NULL
2017-02-13 5700 6195 5639 6161 26031 5602 556 593 37 593 NULL
2017-02-14 6197 6594 6073 6571 35969 6161 521 433 88 521 NULL
2017-02-15 6510 6650 6275 6492 22046 6571 375 79 296 375 NULL
2017-02-16 6505 6680 6325 6419 12515 6492 355 188 167 355 NULL
2017-02-17 6434 6670 6429 6658 14947 6419 241 251 10 251 NULL
2017-02-21 6800 6957 6603 6654 23838 6658 354 299 55 354 NULL
2017-02-22 6704 6738 6145 6222 25004 6654 593 84 509 593 NULL
2017-02-23 6398 6437 5901 6343 46677 6222 536 215 321 536 NULL
2017-02-24 5280 5589 5260 5404 51757 6343 329 754 1083 1083 NULL
2017-02-27 5437 5461 5260 5300 19831 5404 201 57 144 201 NULL
2017-02-28 5258 5410 5167 5195 15900 5300 243 110 133 243 NULL
2017-03-01 5251 5299 5052 5215 16958 5195 247 104 143 247 NULL
2017-03-02 5160 5231 5063 5130 17805 5215 168 16 152 168 353.7
2017-03-03 5141 5363 5088 5320 14516 5130 275 233 42 275 NULL
I got to this point by the following
WITH cte_ACIA ([RowNumber], [Date], [Open], [High], [Low], [Close],
[Prev_Close], [TotalVolume], [TR_A], [TR_B], [TR_C])
AS
(SELECT
ROW_NUMBER() OVER (ORDER BY [Date] ASC) RowNumber,
[Date],
[Open],
[High],
[Low],
[Close],
LAG([Close]) OVER(ORDER BY [Date]) AS Prev_Close,
[TotalVolume],
ROUND([High]-[Low], 5) AS TR_A,
ABS(ROUND([High]-LAG([Close]) OVER(ORDER BY [Date]), 5)) AS TR_B,
ABS(ROUND([Low]-LAG([Close]) OVER(ORDER BY [Date]), 5)) AS TR_C,
FROM NASDAQ.ACIA_TEMP)
SELECT [RowNumber], [Date], [Open], [High], [Low], [Close], [Prev_Close],
[TotalVolume], [TR_A], [TR_B], [TR_C], [TR],
CASE
WHEN RowNumber = 21 THEN AVG([TR]) OVER (ORDER BY [Date] ASC ROWS 19 PRECEDING)
END AS ATR_20
FROM
(
SELECT [RowNumber],[Date],[Open],[High],[Low],[Close],
IIF(RowNumber = 1, NULL, Prev_Close) Prev_Close,
[TotalVolume],
[TR_A],
IIF(RowNumber > 1, [TR_B], NULL) TR_B,
IIF(RowNumber > 1, [TR_C], NULL) TR_C,
CASE
WHEN TR_A > TR_B AND TR_A > TR_C THEN TR_A
WHEN TR_B > TR_A AND TR_B > TR_C THEN TR_B
ELSE TR_C
END AS TR
FROM cte_ACIA) sub
Please let me know if you have questions or I need to clarify anything.

Answer 1

I suppose you are just looking for a hint. Otherwise you would have posted your table definition. We can't construct a query for you since we don't have the basic pieces. However, here's the hint! Use an aggregating window function with the OVER clause specifying ROWS PRECEDING.
See SELECT - OVER Clause