

many of implemented indicators are different compared to original. in case of Wilders indicator, one of the reason would be optimization: Welles was calculating practically everything manually, so he was optimising calculations in favour of calculation speed on the cost of precision. 



WHRoeder: Thanks for your explanation! It is now clear for me why the formula that MT4 uses is different than the original formula.

I was studying Average True Range indicator that I realized the calculation used in standard MT4 indicator is different than original formula. The calculation of ATR in MT4 is based on following formula:
But the original formula as described in the book New Concepts in Technical Trading Systems is: